ANALISIS PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM (STUDI EMPIRIS PADA PERUSAHAAN LQ-45 DAN NON LQ-45 DI BURSA EFEK INDONESIA)

WULANDARI, MEGA AYU (2016) ANALISIS PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM (STUDI EMPIRIS PADA PERUSAHAAN LQ-45 DAN NON LQ-45 DI BURSA EFEK INDONESIA). Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

Days in one week have an effect on to behavior in life. It’s interesting mentioned to be researched where there are phenomenom that trading day alsso have an effect on to rate of return of stocks exchange invesment. This research aims to test the influence of the trading days to stock return in the LQ – 45 index stock and the company did not listed to LQ – 45 in the period of February 2014 - July 2014. This Test done of 45 company in the LQ – 45 index stock and 45 company did not listed to LQ – 45.Stock return testing in this research with multiple regression analysis and then see difference between LQ – 45 stock and non LQ – 45 with independent sample t-test. and The result of the test is the trading days don’t have significant effect. Keywords : Stock return, days of the week effect, and week four effect

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: Perpustakaan STIE Perbanas Surabaya
Date Deposited: 21 Feb 2017 07:55
Last Modified: 21 Dec 2017 04:49
URI: http://eprints.perbanas.ac.id/id/eprint/505

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