Pengujian The Day Of The Week Effect, Week Four Effect, Dan Rogalsky Effect Terhadap Return Saham Jakarta Islamic Indeks Di Bursa Efek Indonesia
Market anomaly can be describe as a technique or strategy that appear to contradict efficient market. Some reaserch about this phenomena in Indonesia Stock Exchange have defferent result. The purpose of this research is to examine the appereance daily market anomaly that are the day of the week effe...
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2016-08.
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Summary: | Market anomaly can be describe as a technique or strategy that appear to contradict efficient market. Some reaserch about this phenomena in Indonesia Stock Exchange have defferent result. The purpose of this research is to examine the appereance daily market anomaly that are the day of the week effect, week four effect, and rogalsky effect toward stock return in Indonesia Stock Exchange 2013- 2015 period sampel of this research is selected by using purposive sampling technique. This research samples are 25 active stocks wich is listing in Jakarta Islamic index in Indonesia Stock Exchange. Type of data which is used is secondary data that are open and closing daily stock price during 2013-2015. The statistic methods which are used to test hypotheses are Kruskall-Wallis test. The result of this study showed thet there was no effect of day trading on stock return on the Stock Exchange in 2013-2015 and did not succeed in proving the anomaly of The Day of The Week Effect, Week Four Effect and Rogalsky Effect. |
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Item Description: | https://eprints.ums.ac.id/46173/1/NASKAH%20PUBLIKASI.pdf https://eprints.ums.ac.id/46173/4/HALAMAN%20DEPAN.pdf https://eprints.ums.ac.id/46173/5/BAB%20I.pdf https://eprints.ums.ac.id/46173/6/BAB%20II.pdf https://eprints.ums.ac.id/46173/7/BAB%20III.pdf https://eprints.ums.ac.id/46173/8/BAB%20IV.pdf https://eprints.ums.ac.id/46173/9/BAB%20V.pdf https://eprints.ums.ac.id/46173/10/DAFTAR%20PUSTAKA.pdf https://eprints.ums.ac.id/46173/11/LAMPIRAN.pdf https://eprints.ums.ac.id/46173/13/SURAT%20PERNYATAAN%20PUBLIKASI%20KARYA%20ILMIAH.pdf |