Ardinan, Haikel (2014) PENGUJIAN MONDAY EFFECT PADA BURSA EFEK INDONESIA DAN BURSA EFEK SINGAPURA. Undergraduate thesis, STIE PERBANAS.
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Abstract
The purpose of this study was to examine the influence of Monday effect on return. The Monday effect is one example of a seasonal anomaly, is when the stock return is significantly negative on Monday. The variable used in this study is the return index. The population in this study is the Indonesian Stock Exchange and the Singapore Stock Exchange. The samples used were LQ45 and the Straits Times Index in the period January 2010 - December 2012. Statistical methods were used to test the hypothesis covering ANOVA, multiple regression, linear regression. The first results of this research can be concluded that there is no effect on the phenomenon Monday LQ45 and STI during the period 2010-2012. The second result of this research it can be concluded that the returns on Monday in LQ45 and STI are not concentrated at week 4 and week 5 during the period 2010-2012. The third results in this study it can be concluded that the LQ45 index returns and STI on Monday systematically unpredictable based on market conditions Friday the previous week during the period 2010-2012. Keywords : Monday effect, return index, LQ45, Strait Times Index
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Subjects: | 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT |
| Divisions: | Bachelor of Management |
| Depositing User: | Perpustakaan Universitas Hayam Wuruk Perbanas |
| Date Deposited: | 27 Feb 2017 07:00 |
| Last Modified: | 27 Feb 2017 07:00 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/614 |
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