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ANALISIS HARI PERDAGANGAN DAN WEEKEND EFFECT TERHADAP RETURN SAHAM PERUSAHAAN FOOD AND BEVERAGES YANG TERDAFTAR DI BURSA EFEK INDONESIA

SULISTIYANINGSIH, ENDAH (2016) ANALISIS HARI PERDAGANGAN DAN WEEKEND EFFECT TERHADAP RETURN SAHAM PERUSAHAAN FOOD AND BEVERAGES YANG TERDAFTAR DI BURSA EFEK INDONESIA. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

The study discsses the analysis day of the week effect and weekend effect on stock return food and beverages company’s listed at the Indonesia Stock Exchange. The purpose of this study is (1) find out the day of the week effect on stock return, (2) find out the weekend effect on stock returns. The population in this study is a food and beverages company listed on the Indonesia Stock Exchange 2013 to 2015 period. The samples of this study is 165 samples for day of the week effect and 33 samples for weekend effect. This study used a statistical test which descriptive statistical analysis, normality test, Kruskal-Wallis test and One sample t-test. Results from this study is that (1) there is influence day of the week effect on stock return, (2) there is influence weekend effect on stock return. Keyword : Day of The Day Effect, Weekend Effect, Stock Return

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas Surabaya
Date Deposited: 12 Jan 2018 07:51
Last Modified: 12 Jan 2018 07:51
URI: http://eprints.perbanas.ac.id/id/eprint/3138

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