Article Per Year (5 Year)
p-Index From 2021 - 2026
0
P-Index
This Author published in this journals
All Journal Business Management Journal Program Studi Manajemen
Christian Putra
Unknown Affiliation
Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Social Sciences

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Business Management Journal Program Studi Manajemen

 1 
ANALISIS JANUARY EFFECT PADA RETURN SAHAM BERKAPITALISASI BESAR DAN KECIL DI BURSA EFEK JAKARTA PADA TAHUN 2004-2007 Christian Putra
Business Management Journal Vol 5, No 2 (2009): Business Management Journal
Publisher : Universitas Bunda Mulia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (4498.093 KB) | DOI: 10.30813/bmj.v5i2.746

Abstract

In the beginning of the year, stock’s return has an abnormal return. Small capital stocks produce better return than the large capital stocks which listed in Bursa Efek Jakarta (BEJ). This anomaly is known as January Effect. That’s why, when turn over especially occurs in the beginning of trading market activity, many investor will invest their assets in small capital stocks. This research tries to found out whether there is or there isn’t January effect anomaly in Bursa Efek Jakarta in 2004 till 2007. This research uses non probability method which choses 30 stocks in each category. The significance level of the research is always bigger than 0.05 and the result shows us that there is no January effect in Bursa Efek Jakarta (BEJ) from 2004 till 2007. Key Words- Return, January Effect. Stocks
Co-Authors