PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA
The objective of this research is to reexamine the anomaly of Monday effect and week four effect at Indonesian Stock Exchange (ISE). Using Jakarta Composite Index from 2003 until 2007 and ANOVA to answer the research questions. The results of this research show that there was no difference return be...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
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Universitas Muhammadiyah Magelang
2009-10-01
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| Series: | Jurnal Analisis Bisnis Ekonomi |
| Subjects: | |
| Online Access: | http://journal.ummgl.ac.id/index.php/bisnisekonomi/article/view/311 |
| _version_ | 1818025169550049280 |
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| author | Liza Alvia Delia Tika Silaban |
| author_facet | Liza Alvia Delia Tika Silaban |
| author_sort | Liza Alvia |
| collection | DOAJ |
| description | The objective of this research is to reexamine the anomaly of Monday effect and week four effect at Indonesian Stock Exchange (ISE). Using Jakarta Composite Index from 2003 until 2007 and ANOVA to answer the research questions. The results of this research show that there was no difference return between Monday and Tuesday until Friday. The first hypothesis said that Monday return would be lower than another day return was rejected. And also for the second hypothesis, Monday return would be lower on week four was rejected. It means that Monday effect and week four effect was not happen on Indonesian Stock Exchange. |
| first_indexed | 2024-12-10T04:11:50Z |
| format | Article |
| id | doaj.art-e8c6b8e6eee64c9dbda98dd3ea036e30 |
| institution | Directory Open Access Journal |
| issn | 1693-5950 2579-647X |
| language | Indonesian |
| last_indexed | 2024-12-10T04:11:50Z |
| publishDate | 2009-10-01 |
| publisher | Universitas Muhammadiyah Magelang |
| record_format | Article |
| series | Jurnal Analisis Bisnis Ekonomi |
| spelling | doaj.art-e8c6b8e6eee64c9dbda98dd3ea036e302022-12-22T02:02:42ZindUniversitas Muhammadiyah MagelangJurnal Analisis Bisnis Ekonomi1693-59502579-647X2009-10-0172178190311PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIALiza Alvia0Delia Tika Silaban1Universitas LampungUniversitas LampungThe objective of this research is to reexamine the anomaly of Monday effect and week four effect at Indonesian Stock Exchange (ISE). Using Jakarta Composite Index from 2003 until 2007 and ANOVA to answer the research questions. The results of this research show that there was no difference return between Monday and Tuesday until Friday. The first hypothesis said that Monday return would be lower than another day return was rejected. And also for the second hypothesis, Monday return would be lower on week four was rejected. It means that Monday effect and week four effect was not happen on Indonesian Stock Exchange.http://journal.ummgl.ac.id/index.php/bisnisekonomi/article/view/311monday effectweek four effectreturn |
| spellingShingle | Liza Alvia Delia Tika Silaban PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA Jurnal Analisis Bisnis Ekonomi monday effect week four effect return |
| title | PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA |
| title_full | PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA |
| title_fullStr | PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA |
| title_full_unstemmed | PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA |
| title_short | PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA |
| title_sort | pengujian fenomena efek senin monday effect dan weekfour effectdi bursa efek indonesia |
| topic | monday effect week four effect return |
| url | http://journal.ummgl.ac.id/index.php/bisnisekonomi/article/view/311 |
| work_keys_str_mv | AT lizaalvia pengujianfenomenaefekseninmondayeffectdanweekfoureffectdibursaefekindonesia AT deliatikasilaban pengujianfenomenaefekseninmondayeffectdanweekfoureffectdibursaefekindonesia |