Jurnal Ekbis (Ekonomi & Bisnis)
Vol 9 No 2 (2021): Desember 2021

Pengaruh January Effect Terhadap Return Saham IHSG di Bursa Efek Indonesia

RINI IRAWAN (Unknown)

Article Info

Publish Date
21 Feb 2022

Abstract

Abstract. This study aims to examine the existence of the January Effect on the stock returns of JCI that occurred during the study period. The study was conducted on the composite stock price index on the Indonesia Stock Exchange during the 2016-2021 period. Hypothesis testing is carried out with Autoregressive conditional heteroskedasticity, where the results show the January effect seen in 2017 and 2021. Keywords. ARCH; January Effect; JCI stock returns.

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Journal Info
Jurnal Ekbis (Ekonomi & Bisnis)
Website

Abbrev

EKBIS

Publisher

Politeknik Piksi Ganesha Bandung

Subject

Chemistry Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences Other

Description

Jurnal EKBIS (Ekonomi dan Bisnis) Politeknik Piksi Ganesha terbit dua kali setahun pada bulan Juni dan Desember. Versi cetak 2012 terbit pertama dengan ISSN 2339-1839. Jurnal ini memuat karya ilmiah berupa hasil penelitian, kajian analisis, penerapan teori dan pembahasan berbagai masalah yang ...