ANALISIS MONDAY EFFECT TERHADAP RETURN SAHAM LQ45 DI BURSA EFEK INDONESIA

SIPAHUTAR, TIGRIS ASYUR (2021) ANALISIS MONDAY EFFECT TERHADAP RETURN SAHAM LQ45 DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to analyze the Monday effect on LQ-45 stock returns. The sample used in this study is daily stock return data f companies that are included in LQ45 for the period August 2019 to January 2020, totaling 45 companies. The data analysis technique used is one t- test. The result showed that: (1) There is a significant difference between daily stock returns on trading days in one week on the Indonesia Stock Exchange. (2) There is a Monday Effect on stock trading on the Indonesia Stock Exchange. Keywords: finance, management, Monday effect, return, LQ45 Adapun tujuan penelitian untuk mengetahui ada atau tidaknya Monday effect terhadap return saham LQ-45. Sampel peneltian yaitu return harian saham pada perusahaan yang masuk dalam LQ 45 periode bulan Agustus 2019 sampai dengan Januari 2020 yaitu berjumlah 45 perusahaan. Dalam penelitian ini teknik analisis data yang digunakan adalah one sample t-test. Hasil penelitian ini yaitu adanya perbedaan yang signifikan antara return saham harian pada hari-hari perdagangan dalam satu pekan di Bursa Efek Indonesia dan adanya Monday Effect pada perdagangan saham di Bursa Efek Indonesia. Kata Kunci: finance, management, Monday effect, return, LQ45

Item Type: Thesis (S2)
NIM/NIDN Creators: 55116120139
Uncontrolled Keywords: finance, management, Monday effect, return, LQ45
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.3 Personnel Management/Manajemen Personalia, Manajemen Sumber Daya Manusia, Manajemen SDM
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.5 Management of Production/Manajemen Produksi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.6 Quality Management/Manajemen Kualitas
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.7 Management of Supplies/Manajemen Persediaan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.8 Marketing, Management of Distribution/Marketing, Manajemen Distribusi
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 21 Feb 2022 04:40
Last Modified: 04 Jul 2023 03:52
URI: http://repository.mercubuana.ac.id/id/eprint/56417

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