Pengujian The Day Of The Week Effect, Week Four Effect, Dan Rogalsky Effect Terhadap Return Saham Jakarta Islamic Indeks Di Bursa Efek Indonesia

Ambarwaty, Arum and , Dr. Triyono, SE, M.Si, (2016) Pengujian The Day Of The Week Effect, Week Four Effect, Dan Rogalsky Effect Terhadap Return Saham Jakarta Islamic Indeks Di Bursa Efek Indonesia. Skripsi thesis, Universitas Muhammadiyah Surakarta.

	PDF (NASKAH PUBLIKASI) NASKAH PUBLIKASI.pdf Download (672kB)
	PDF (HALAMAN DEPAN) HALAMAN DEPAN.pdf Download (844kB)
	PDF (BAB I) BAB I.pdf Download (246kB)
	PDF (BAB II) BAB II.pdf Restricted to Repository staff only Download (317kB)
	PDF (BAB III) BAB III.pdf Restricted to Repository staff only Download (299kB)
	PDF (BAB IV) BAB IV.pdf Restricted to Repository staff only Download (190kB)
	PDF (BAB V) BAB V.pdf Restricted to Repository staff only Download (89kB)
	PDF (DAFTAR PUSTAKA) DAFTAR PUSTAKA.pdf Download (85kB)
	PDF (LAMPIRAN) LAMPIRAN.pdf Restricted to Repository staff only Download (339kB)
	PDF (SURAT PERNYATAAN PUBLIKASI) SURAT PERNYATAAN PUBLIKASI KARYA ILMIAH.pdf Restricted to Repository staff only Download (202kB)

Abstract

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.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	return the stock, the day of the week effect, week four effect and rogalsky effect.
Subjects:	H Social Sciences > HC Economic History and Conditions
Divisions:	Fakultas Ekonomi dan Bisnis > Akuntansi
Depositing User:	ARUM AMBARWATY
Date Deposited:	16 Aug 2016 06:28
Last Modified:	16 Aug 2016 06:28
URI:	http://eprints.ums.ac.id/id/eprint/46173

Actions (login required)

View Item