MONDAY EFFECT DAN WEEK FOUR EFFECT PADA INDEKS HARGA SAHAM LQ45 DI BURSA EFEK INDONESIA

AMELIA, SAFRINA (2016) MONDAY EFFECT DAN WEEK FOUR EFFECT PADA INDEKS HARGA SAHAM LQ45 DI BURSA EFEK INDONESIA. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

This study aimed to analyze the Monday Effect and Week Four Effect on LQ45 stock price of index in the Indonesia Stock Exchange. In an efficient market, there are several kinds of anomalies which are Monday Effect, on this form is found that a significantly negative returns on Mondays compared to other days return. Likewise on Monday effect patternsthat occurs in the fourth or fifth week course in every month or commonly referred to Week Four Effect. The population in this study is LQ45 index in the Indonesia Stock Exchange. The sample used in this study is LQ45 period 2013-2015. The statistical method used is the independent sample t-test. The results of this first study, occurred Monday Effect on market indices LQ45in the period 2013-2015 in the Indonesia Stock Exchange. Second, do not occur Week Four Effect on market indices LQ45in the period from 2013 to 2015 in the Indonesia Stock Exchange. Keywords: MondaY Effect, Week Four Effect and Market Return LQ45

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT
Divisions: Bachelor of Management
Depositing User: Perpustakaan STIE Perbanas Surabaya
Date Deposited: 28 Aug 2017 08:19
Last Modified: 28 Aug 2017 08:19
URI: http://eprints.perbanas.ac.id/id/eprint/2209

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