Kusumawati, Martha Nuridha (2022) Pengujian January Effect Pada Bursa Efek Indonesia. Undergraduate thesis, Universitas Hayam Wuruk Perbanas Surabaya.
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Abstract
This study aims to test whether there are differences in returns between January and other months. The research sample consisted of 41 companies with an observation period of 5 years. The analytical technique used is the Kruskall Wallis and Wilcoxon signed rank tests. The data used is secondary data in the form of daily stock closing prices during 2016 – 2020. The results of the Kruskall Wallis test conclude that there is a significant difference in returns between January - December. while the results of the Wilcoxon signed rank test showed that there were significant differences in returns in January with September and December, but there was no significant difference in returns between January and February, March, April, May, June, July, August, October, November. Based on the test results which state that there are significant and insignificant differences between returns in January and returns for other months, it is suggested for investors to buy stocks in September and sell them in December.
| 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: | MARTHA NURIDHA KUSUMAWATI |
| Date Deposited: | 13 Jul 2022 07:31 |
| Last Modified: | 13 Jul 2022 07:31 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/9199 |
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