PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020

Budiman Budiman (FEB UNRAM)
Nur aida Arifah Tara (FEB UNRAM)
I Nyoman Nugraha AP (FEB UNRAM)

JMM UNRAM (Jurnal Magister Manajemen Universitas Mataram)
Vol. 10 No. 2 (2021): JMM Juni 2021

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