Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Widyagama National Conference on Economics and Business (WNCEB)
Dita Prastiana
Universitas Widyagama Malang
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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

Found 1 Documents
Search

 1 
PENGARUH MONDAY EFFECT DAN WEEKEND EFFECT TERHADAP RETURN SAHAM (Studi Pada Saham Perusahaan LQ 45 Periode Agustus 2020 – Januari 2021) Dita Prastiana; Dharmayanti Pri Handini; Nasharuddin Mas
Widyagama National Conference on Economics and Business (WNCEB) Vol 2, No 1: WNCEB 2021
Publisher : Universitas Widyagama Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (236.395 KB) | DOI: 10.31328/wnceb.v2i1.3550

Abstract

Abstrak Tujuan penelitian ini adalah untuk menemukan bukti empiris kemampuan  Monday effect maupun weekend effect dalam meningkatkan return saham, baik secara simultan maupun parsial. Selain itu, juga akan mengkaji variabel mana yang lebih dominan dalam meningkatkan return saham.Pendekatan kuantitatif regresi berganda digunakan untuk menguji 45 perusahaan LQ 45 periode Agustus 2020 – Januari 2021. Penelitian ini menggunakan data sekunder di Bursa Efek Indonesia. Temuan empiris yang diperoleh adalah Monday effect dan weekend effect secara simultan maupun parsial mampu meningkatkan secara berarti return saham. Juga ditemukan Weekend effect memiliki kemampuan lebih dibandingkan Monday effect dalam meningkatkan return saham, meskipun dugaan peneliti sebelumnya adalah Monday effect yang lebih dominan.  Kata Kunci: Monday Effect, Weekend Effect, Return Saham, LQ 45 AbstractThe purpose of this study was to find empirical evidence of the ability of the Monday effect and weekend effect to increase stock returns, either simultaneously or partially. In addition, it will also examine which variables are more dominant in increasing stock returns.Multiple regression quantitative approach is used to test 45 LQ 45 companies for the period August 2020 – January 2021. This study uses secondary data on the Indonesia Stock Exchange.The empirical findings obtained are that the Monday effect and the weekend effect can simultaneously or partially increase stock returns significantly. It was also found that the Weekend effect has more ability than the Monday effect in increasing stock returns, even though the previous researcher suspected that the Monday effect was more dominant. Keywords: Monday Effect, Weekend Effect, Stock Return, LQ 45
Co-Authors Dharmayanti Pri Handini Nasharuddin Mas