pengujian holiday effect terhadap abnormal return dan trading volume activity di bursa efek indonesia

dewi anggraeni, olivia (2018) pengujian holiday effect terhadap abnormal return dan trading volume activity di bursa efek indonesia. Undergraduate thesis, STIE PERBANAS SURABAYA.

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ARTIKEL ILMIAH.pdf

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1. COVER.pdf

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2. BAB I.pdf

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Abstract

the capital market in indonesia is currently growing steadily, given the increasing public awareness about the importance of investing. the purpose of the investor to invest in the capital market is to get maximum profit. every investor has a character in trading on the exchange, and some investor have the same behavior with each other. holiday effects become one of the phenomenon in which investors do buying and selling action before and after holiday. this is indicated by the difference of abnormal return and trading volume activity before and after the holiday. some factors can be the cause of investors taking decisions before and after the holidays, among which information circulating and investor psychological factors. this study examines whether there are differences in abnormal return and trading volume activity before and after holidays such as lunar new year, idul fitri and christmas. the consideration of choosing the three holidays is predicted by higher public interest on the holiday. tests on this study using non-parametric statistical test wilcoxon signed. the results of this test are, 1) no difference of abnormal return before and after lunar new year and there is difference of trading volume activity before and after lunar new year, 2) no difference abnormal return and trading volume activity before and after idul fitri, 3) no difference abnormal return before and after christmas and there is a difference in trading volume activity before and after christmas.

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: 30 Oct 2018 01:38
Last Modified: 30 Oct 2018 01:38
URI: http://eprints.perbanas.ac.id/id/eprint/3601

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