PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020

Budiman Budiman; Nur aida Arifah Tara; I Nyoman Nugraha AP

doi:10.29303/jmm.v10i2.654

PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020

Authors

Budiman Budiman , Nur aida Arifah Tara , I Nyoman Nugraha AP

DOI:

10.29303/jmm.v10i2.654

Published:

2021-06-24

Issue:

Vol. 10 No. 2 (2021): JMM Juni 2021

Articles

Downloads

PDF

How to Cite

Budiman, B., Tara, N. aida A., & AP, I. N. N. (2021). PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020. JMM UNRAM - MASTER OF MANAGEMENT JOURNAL, 10(2), 109–117. https://doi.org/10.29303/jmm.v10i2.654

Download Citation

Abstract

The purpose of this research was to examine the existence of Monday Effect, Week Four Effect, and Rogalsky Effect on stock return of LQ-45 index ini Indonesian Stock Exchange (IDX) during 2019 – 2020. The statistic methods used to test the hypotheses are Mann Whitney. The results show that Monday Effect, Week Four Effect, and Rogalsky Effect exist on stock return of LQ-45 index in IDX.

References

Alteza, M. (2007). Efek Hari Perdagangan Terhadap Return Saham: Suatu Telaah atas Anomali Pasar Efisien. Jurnal Ilmu Manajemen, 31–42.

Ardila, N., Maslichah, & Junaidi. (2018). Analisis The Day of the Week, Week Four Effect, dan Rogalsky Effect Terhadap Return Saham LQ-45 di Bursa Efek Indonesia (BEI). E-JRA, Vol.07, 71–80.

Cahyaningdyah, D., & Witiastuti, R. S. (2010). Analisis Monday Effect dan Rogalsky Effect di Bursa Efek Jakarta. Jurnal Dinamika Manajemen, 154–168.

Hartono, J. (2017). Teori Portofolio dan Analisis Investasi (Edisi ke-9). Yogyakarta: BPFE.

Hendrawaty, E., & Huzaimah, R. A. F. (2019). Testing of January Effect, the Day of the Week Effect, and Size Effect: a Study of LQ45 Stocks in Indonesian Stock Exchange. Jurnal Dinamika Manajemen, Vol.10, 173–184.

Husnan, & Pudjiastuti. (2004). Dasar-dasar Teori Portofolio dan Analisis Sekuritas (Edisi keti). penerbit akademi manajemen YKPN.

Iramani, & Mahdi, A. (2006). Studi Tentang Pengaruh Hari Perdagangan Terhadap Return Saham pada BEJ. Jurnal Akuntansi Dan Keuangan, 63–70.

Kasdjan, A. M. Z., Nazarudin, & Yusuf, J. (2017). Pengaruh Anomali Pasar Terhadap Return Saham Perusahaan LQ-45. Jurnal Kajian Akuntansi, 1, 35–48.

Khoiri, R., & Ismanto, D. (2019). Pengaruh Hari Perdagangan Terhadap Return Saham (Pengujian The Day of the Week Effect, Week Four Effect, dan Rogalsky Effect) pada Perusahaan Keuangan di Bursa Efek Indonesia Periode 2017. Jurnal Fokus, Vol.9, 120–130.

Lutfiaji. (2014). Pengujian The Day of The Week Effect, Week Four Effect, dan Rogalsky Effect Terhadap Return Saham LQ-45 dI BEI. Jurnal Ilmiah Mahasiswa Fakultas Ekonomi Brawijaya, 1–11.

Musthafa, M. F., & Soritaon. (2019). Efek Minggu Keempat Terhadap Return Saham. Jurnal Manajemen Dan Bisnis, Vol.3, 488–494.

Palupi, L. I., & Budiyanto. (2018). Pengaruh The Day of The Week Effect, Week Four Effect dan Rogalsky Effect Terhadap Return Saham. Jurnal Riset Ilmu Dan Manajemen, Vol.7, 1–16.

Rahmawati, S. (2016). Analisis Monday Effect dan Weekend Effect pada Return Saham Perusahaan LQ-45 di Bursa Efek Indonesia. Jurnal Manajemen Bisnis Indonesia, Vol.5, 551–561.

Saraswati, Y. R., Setiorini, C., & Cornelia, D. A. (2015). Pengaruh The Day of The Week Effect, Week Four Effect, dan Rogalsky Effect Terhadap Return Saham Lq-45 di Bursa Efek Indonesia. Jurnal RiseT Akuntansi Dan Perpajakan, Vol. 2, 43–54.

Sugiyono. (2018). Metode Penelitian Kualitatif, Kuantitatif dan R&D. Alfabeta: Bandung.

Suryandari, N. N. A., & Wirawan, I. M. C. (2018). The Day of the Week Effect dan The Month of the Year Effect dalam Perolehan Return Sahm. Jurnal Ilmiah Manajemen & Akuntansi, Vol.24, 47–65.

License

This work is licensed under a Creative Commons Attribution 4.0 International License.

PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020

Authors

DOI:

Published:

Issue:

Articles

Downloads

How to Cite

Abstract

References

License

Most read articles by the same author(s)

Make a Submission

Official Website Of

Jurnal Magister Manajemen, Universitas Mataram

Contact Us

Official link

Share & Follow