Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal JURNAL NUSANTARA APLIKASI MANAJEMEN BISNIS
Pangestu, Windy
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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

Found 1 Documents
Search

 1 
The Dance of Week-End Return and Volume: A Symphony Asnawi, Said Kelana; Pangestu, Windy; Widjaja, Caroline
Jurnal Nusantara Aplikasi Manajemen Bisnis Vol 9 No 1 (2024): Jurnal Nusantara Aplikasi Manajemen Bisnis
Publisher : UNIVERSITAS NUSANTARA PGRI KEDIRI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29407/nusamba.v9i1.19553

Abstract

Abstract The weekend effect study is one of the studies relating to market anomalies. Research on market anomalies is important because it can be a guide for investors to transact. Concerning transactions, the TV-return pair is an appropriate indicator compared to the return itself. We use various combinations of TV-Return to find the weekend effect. The results show that mostly there is no weekend effect. Thus the efficient market hypothesis applies. This result can be a reference for investment, where Friday or Monday is no different. Investors can't beat the market
Co-Authors Said Kelana Asnawi Widjaja, Caroline