Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship

Analisis January Effect pada Saham Perusahaan LQ-45 di Bursa Efek Indonesia Dwi Cahyaningdyah; Dhany Kurniawan Putra
Jurnal Maksipreneur Vol 2, No 2 (2013)
Publisher : Universitas Proklamasi 45 Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1637.658 KB) | DOI: 10.30588/jmp.v2i2.276

Abstract

The purpose of this research is to examine about the existence of a January Effect in the Indonesia stock exchange. Research samples used purposive sampling. Sample consists 30 companies based on sampling criteria. Analysis of data used one sample kolmogorov-smirnov to test data normality and to test hypotheses using one sample t-test. The result shows January Effect didn’t exist in Indonesia stock exchange in the period 2011- 2012. This can be seen that although the value of average return in January showed significant but the average return was not the highest, the highest average return was occurred on June.
Analisis Reaksi Pasar Modal Atas Pengumuman Kenaikan BI Rate Tanggal 12 November 2013 Dwi Cahyaningdyah; Nidya Arum Cahyasani
Jurnal Maksipreneur Vol 6, No 2 (2017)
Publisher : Universitas Proklamasi 45 Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1531.249 KB) | DOI: 10.30588/jmp.v6i2.302

Abstract

The purpose of this study was to analyze differences in the market reaction, as measured by abnormal returns and trading volume activity in the period before and after the announcement of the increase in the BI Rate. This study uses event study research design, observation period were 10 days before and 10 days after the event. The populations in this study were all members of LQ45 companies. The study sample was taken by purposive sampling technique. The method of data collection is the documentation. The variables of this study are the abnormal return and trading volume activity. The analysis used in this study is different test paired sample t-test. Based on the research results, the stock market reaction test showed no significant difference between the average abnormal return before and after the announcement of the increase in the BI Rate. While testing the reaction by using the average trading volume activity indicators showed a significant difference between the periods before and after the announcement of the increase in the BI Rate.