ACUSTASARI, SELVIA (2012) PENGARUH HARI PERDAGANGAN PADA RETURN SAHAM: PENGUJIAN WEEK-FOUR EFFECT DAN ROGALSKI EFFECT DI BURSA EFEK INDONESIA (Studi Pada LQ 45 Periode Januari-Desember 2010). Other thesis, UPN ''VETERAN'' YOGYAKARTA.
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Abstract
The purpose of this research was to know the impact of the day of the week
effect to daily stock return. In this study, researcher tested Week-Four Effect and
Rogalski Effect in BEI. The sample is selected using purposive sampling
technique. The sample consist are thirty one active stock in the LQ-45 index listed
during 2010 period. The statistic methods which are used to test hypotheses are
One sample t-test, Independent sample t-test and ANOVA. The results show that
there wasn’t impact in the day of the week effect phenomenon with stock return in
Indonesia Stock Exchange.
Keywords: Stock return, The day of the week effect, Week-four effect, and
Rogalski effect.
| Item Type: | Thesis (Other) |
|---|---|
| Subjek: | H Social Sciences > HJ Public Finance |
| Divisions: | x. Faculty of Law, Arts and Social Sciences > School of Social Sciences |
| Depositing User: | Erny Azyanti |
| Date Deposited: | 16 Dec 2016 06:31 |
| Last Modified: | 16 Dec 2016 06:31 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/10084 |
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