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PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020 Budiman Budiman; Nur aida Arifah Tara; I Nyoman Nugraha AP
JMM UNRAM - MASTER OF MANAGEMENT JOURNAL Vol. 10 No. 2 (2021): JMM Juni 2021
Publisher : Master of Management, Mataram University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (961.645 KB) | DOI: 10.29303/jmm.v10i2.654

Abstract

The purpose of this research was to examine the existence of Monday Effect, Week Four Effect, and Rogalsky Effect on stock return of LQ-45 index ini Indonesian Stock Exchange (IDX) during 2019 – 2020. The statistic methods used to test the hypotheses are Mann Whitney. The results show that Monday Effect, Week Four Effect, and Rogalsky Effect exist on stock return of LQ-45 index in IDX.Keywords :Monday Effect, Week Four Effect, Rogalsky Effect, Return
Co-Authors I Nyoman Nugraha AP Nur aida Arifah Tara