Pengujian fenomena monday effect di bursa Efek indonesia, shanghai dan thailand

Apsari, Ayu Dwi (2018) Pengujian fenomena monday effect di bursa Efek indonesia, shanghai dan thailand. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

Market anomaly can be describe as a technique or strategy that appear to contradict efficient market. Some research find the appearance of some anomaly market such as, Monday effect, January effect, week end effect, etc. The purpose of this research is to examine Monday effect on the stock return in the Indonesia Stock Exchange, Shanghai Stock Exchange and Thailand Stock Exchange. The statistic method which is used to test hypotheses is independent sample t-test. The total sample consisted of 109 companies listed in the LQ-45 Index, SSE-50 Index and SET-50 Index during the period 2015-2016. From the analysis it can be conclusion that the phenomenon of Monday effect occured on Thailand Stock Exchange, while on Indonesia Stock Exchange and Shanghai Stock Exchange Monday effect doesn't exsist Keywords: Market Anomaly, Return, Monday Effect.

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: 15 Jan 2019 02:07
Last Modified: 15 Jan 2019 02:07
URI: http://eprints.perbanas.ac.id/id/eprint/3883

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