PENGARUH MONDAY EFFECT, FRIDAY EFFECT DAN ROGALSKI EFFECT TERHADAP RETURN SAHAM (Studi Empiris pada Perusahaan LQ-45 yang Terdaftar di Bursa Efek Indonesia, Tahun 2015 – 2016)

KHOIRUNNISA, ISMI IHDA (2018) PENGARUH MONDAY EFFECT, FRIDAY EFFECT DAN ROGALSKI EFFECT TERHADAP RETURN SAHAM (Studi Empiris pada Perusahaan LQ-45 yang Terdaftar di Bursa Efek Indonesia, Tahun 2015 – 2016). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This research was conducted to examine the effect of Monday effect, Friday effect and rogalsky effect on stock returns. The purpose of this research was to determine how much influence of Monday effect, Friday effect and rogalsky effect, in predicting of stock return in LQ45 company was listed on the Indonesian Stock Exchange. Population in this research are LQ45 companies listed in Indonesian Stock Exchange. The sampling technique in this research is purposive sampling. The number of samples in accordance with the prescribed criteria are as many 38 companies. The result showed that: (1) The Monday effect was exist on stock trading in Indonesia Stock Exchange. (2) The Friday effect didn’t exist on stock trading in Indonesia Stock Exchange. (3) The Rogalsky effect didn’t exist on stock trading in Indonesia Stock Exchange. Keywords: Return, Monday effect, Friday effect, Rogalsky effect Penelitian ini dilakukan untuk menguji pengaruh monday effect, friday effect dan rogalsky effect, terhadap return saham. Tujuan penelitian ini untuk mengetahui dan menganalisis pengaruh, monday effect ,friday effect dan rogalsky effect terhadap return saham perusahaan LQ45 yang terdaftar di Bursa Efek Indonesia periode tahun 2015-2016. Populasi dalam penelitian ini adalah perusahaan LQ45 yang terdaftar di Bursa Efek Indonesia periode tahun 2015-2016. Teknik pengambilan sampel dalam penelitian ini adalah purposive sampling. Banyaknya sampel yang sesuai dengan kriteria yang ditentukan adalah sebanyak 38 perusahaan. Berdasarkan hasil penelitian menunjukkan bahwa: (1) Terdapat Monday effect pada perdagangan saham di Bursa Efek Indonesia. (2) Tidak terdapat Friday effect pada perdagangan saham di Bursa Efek Indonesia. (3) Tidak terdapat Rogaslky effect pada perdagangan saham di Bursa Efek Indonesia. Kata kunci: Return, Monday effect, Friday effect, Rogalsky effect

Item Type: Thesis (S1)
Call Number CD: FE/AK. 19 194
NIM/NIDN Creators: 43213120177
Uncontrolled Keywords: Return, Monday effect, Friday effect, Rogalsky effect
Subjects: 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 > 657.42 Cost Accounting/Akuntansi Biaya
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 > 657 Accounting/Akuntansi > 657.5 Accounting in Specific Areas/Akuntansi di Daerah Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.7 Accounting for Specific Phases of Business Activity/Akuntansi Khusus yang Berkaitan dengan Bidang Bisnis
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.7 Accounting for Specific Phases of Business Activity/Akuntansi Khusus yang Berkaitan dengan Bidang Bisnis > 657.76 Capital Accounting/Akuntansi Modal
800 Literatures/Kesusastraan > 800. Literatures/Kesusastraan > 801 Philosophy and Theory of Literatures/Filsafat dan Teori Kesusastraan > 801.3 Value, Influence, Effect/Nilai, Pengaruh, Efek
Divisions: Fakultas Ekonomi dan Bisnis > Akuntansi
Depositing User: Dede Muksin Lubis
Date Deposited: 30 Nov 2021 13:20
Last Modified: 26 Jan 2022 07:37
URI: http://repository.mercubuana.ac.id/id/eprint/51118

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