shinta, dayu renanda
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Analisis Pengaruh Efek Januari Dan April Terhadap Kinerja Saham Perusahaan LQ 45 Shinta, Dayu Renanda; Komalasari, Agrianti; Lukman, Iing
Jurnal Riset Akuntansi dan Manajemen Malahayati (JRAMM) Vol 13, No 1 (2024): Akuntansi Keuangan dan Manajemen
Publisher : Universitas Malahayati

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33024/jur.jeram.v13i1.13619

Abstract

Purpose : The purpose of this research is to determine the influence between the January Effect and April Effect on Stock Returns.Research Methodology : Researchers collected secondary data using financial data on companies listed in the LQ 45 Index. The data was tested using Eviews 9 software and Microsoft Excel 2010 software.Results : The results of this research indicate that the effect of January and April has no influence on stock returns. The events that happened during the research did not influence stock returns, the events that happened were the general election, the covid 19 virus and the excitement of the new year.Limitations : Researchers cannot approach the object of research because the data taken comes from the IDX and the number of samples is small because companies that have been selected have remained consistent for 5 years of research.Contribution : This research contributes to investors who will invest their funds through companies listed on the LQ 45 index, that the time of buying or selling shares has no influence on stock returns. Because the existing companies are the 45 best companies.Novelty : The use of January and April effects as independent variables in this study has never been done by previous researchers. 
Pengaruh January Effect, Convertible Bond, Tingkat Suku Bunga Dan Volume Perdagangan Saham Terhadap Harga Saham Pada Perusahaan Yang Terdaftar Di Indeks LQ 45 Periode 2011 – 2015 Ichdan, Dany Amrul; Lukman, Iing; Shinta, Dayu Renanda
Jurnal Riset Akuntansi dan Manajemen Malahayati (JRAMM) Vol 10, No 1 (2021): VOLUME 10 NOMOR 1
Publisher : Universitas Malahayati

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33024/jur.jeram.v10i1.4730

Abstract

Stock prices are fluctuating in every company that tends to differ, this is the reason why the researcher is interested in taking the dependent variable in this research that is stock price. Because of its fluctuating nature is also the researchers want to investigate what are the factors that cause the stock price itself is fluctuating.This study aims to determine whether there is influence between January Effect, Convertible Bond, Interest Rate and Stock Trading Volume have an effect on Stock Price with Partial Test (Test t) and SimultanTest (Test F).The population of this study was taken from 45 LQ 45 Index of companies listing from 2011 to 2015 period, using Purposive Sampling method so that there are 22 companies consistently in LQ 45 Index. Data analysis method using IBM SPSS Statistiks 24 for Windows software and Microsoft Excel 2007 software.The result of this research is variable of January Effect, Interest Rate and Stock Trading Volume Has No Influence on Stock Price while Convertible Bond has significant negative influence to stock price. Based on the F test of January Effect variable, Convertible Bond, Interest Rate and Stock Trading Volume together affect the stock price.Keywords: January Effect, Convertible Bond, Interest Rate, Stock Trading Volume, Stock Price