Putri, Risqi Dwi Septiana (2019) Pengujian Weekday Effect Dan Weekfour Effect Pada Tiga Bursa Di Asia. Undergraduate thesis, STIE Perbanas Surabaya.
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Abstract
Weekday Effect is a phenomenon where stock returns will tend to be lower on Monday than the other days. Weekfour Effect is a phenomenon where stock returns will tend to be lower on the fourth and fifth Monday compared to other weeks on each month. This research was aimed to test the existence of Weekday Effect and Weekfour Effect on stock returns at three stock exchanges in Asia, specifically on The Indonesian Stock Exchange with the LQ45 index, The Shanghai Stock Exchange with the SSE50 index, and The Singapore Stock Exchange with the Straits Times Index. This study uses the daily stock return data of the LQ45, SSE50, and STI indices during the 2014-2017 period. The data was then processed using SPSS with the Kruskall Wallis and Mann-Whitney test methods. The results showed that there were Weekday Effect and Weekfour Effect phenomena on three stock exchanges in Asia, on The Indonesian Stock Exchange, The LQ45 index, the Shanghai Stock Exchange, the SSE50 index, and The Singapore Stock Exchange, the Straits Times Index 2014-2017 period. Keywords : Weekday Effect, Weekfour Effect, Return.
| Item Type: | Thesis (Undergraduate) |
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| 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: | 18 Oct 2017 01:54 |
| Last Modified: | 17 Oct 2019 01:58 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/2982 |
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