JURNAL NUSANTARA APLIKASI MANAJEMEN BISNIS
Vol 9 No 1 (2024): Jurnal Nusantara Aplikasi Manajemen Bisnis

The Dance of Week-End Return and Volume: A Symphony

Asnawi, Said Kelana (Unknown)
Pangestu, Windy (Unknown)
Widjaja, Caroline (Unknown)

Article Info

Publish Date
01 Apr 2024

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

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Journal Info
JURNAL NUSANTARA APLIKASI MANAJEMEN BISNIS
Website

Abbrev

manajemen

Publisher

Universitas Nusantara PGRI Kediri

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

Journal of Nusamba is a peer review journal published by Department of Management and the media for researchers and lecturers who will publish the results of their research. The aim of the Journal is to facilitate scientific publication of the results of researches in Indonesia and participate to ...