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PENGUJIAN DAY OF THE WEEK EFFECT : STUDI KOMPARATIF SAHAM DI INDONESIA STOCK EXCHANGE DAN SINGAPORE STOCK EXCHANGE

IHSAN, YAZID (2012) PENGUJIAN DAY OF THE WEEK EFFECT : STUDI KOMPARATIF SAHAM DI INDONESIA STOCK EXCHANGE DAN SINGAPORE STOCK EXCHANGE. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

This study tested the day of the week effect on the Indonesia Stock Exchange and Singapore Stock Exchange with LQ45 Index on the the Indonesia Stock Exchange and SGX in Singapore index during the period Feb 2007 - Jan 2010. Tests conducted by the statistical non parametric is Kruskal Wallist test and Mann whitney. it has proved that no significant effect on the trading day on which LQ45 on Indonesia Stock Exchange and Singapore Stock Exchange has been demonstrated empirically in the Kruskal Wallist test. LQ45 in Indonesia Stock Exchange and Singapore Stock Exchange there was no difference on the every day trading has been proved by Mann Whitney tes actually for Monday. And of the average abnormal return has been negative LQ45 on Tuesday, Wednesday and Friday and positive Abnormal return on Monday and Thursday. And for SGX a negative abnormal return on Wednesday. Keywords: Indonesia Stock Exchange,Singapore Stock Exchange, Abnormal Return, Day of the Week Effect, Kruskal Wallist, Mann Whitney test.

Item Type: Thesis (Undergraduate)
Subjects: 300 - SOCIAL SCIENCE > 332.642 - STOCK EXCHANGES
Divisions: Bachelor of Management
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas Surabaya
Date Deposited: 27 Jul 2018 08:21
Last Modified: 27 Jul 2018 08:21
URI: http://eprints.perbanas.ac.id/id/eprint/3422

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