Journal of Accounting Research, Utility Finance and Digital Assets (JARUDA)
Vol. 2 No. 1 (2023): July

MARKET ANOMAL TESTING REGARDING THE JANUARY EFFECT, ROGALSKI EFFECT AND MONDAY EFFECT IN BANKING SECTOR COMPANIES ON THE INDONESIA STOCK EXCHANGE

Maulana Iqbal (Unknown)
Rico Nur Ilham (Unknown)
Darmawati Muchtar (Unknown)
Widyana Verawaty Siregar (Unknown)

Article Info

Publish Date
03 Jul 2023

Abstract

This study aims to look at market anomalies such as the January effect, Rogalski effect and Monday effect in the banking sub-sector companies in Indonesia. This study uses a quantitative method with an analysis of the Average Difference Test. negative. The Rogalski Effect shows no significant difference when Return is positive or negative. The Monday Effect shows that there is a significant difference in the Monday Effect when the Return is positive or negative.

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Journal Info
Journal of Accounting Research, Utility Finance and Digital Assets (JARUDA)
Website

Abbrev

go

Publisher

PT. RADJA INTERCONTINENTAL PUBLISHING

Subject

Economics, Econometrics & Finance

Description

Journal of Accounting Research, Utility Finance and Digital Assets (JARUDA) | ISSN (e): 2962-973X provides a forum for academics and professionals to share the latest developments and advances in knowledge and practice of business management, both theory and methods. It aims to foster the exchange ...