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
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