Analisis Fenomena January Effect Pada Indeks Saham LQ 45
DOI:
https://doi.org/10.22441/jies.v10i2.12955Keywords:
January Effect, Abnormal Return, Volume PerdaganganAbstract
Tujuan dari penelitian ini adalah untuk mengetahui fenomena anomali pasar pada indeks LQ-45. Anomali pasar ini merupakan suatu peristiwa dimana setiap bulan januari terjadi kenaikan harga saham dan biasa disebut January Effect. Variabel yang digunakan adalah Abnormal Return dan Volume Perdagangan. Sampel Jenuh dipilih menjadi metode pengambilan sampel yaitu semua anggota LQ-45 dijadikan sampel selama periode 2016-2020. Uji One Way Anova merupakan alat uji yang digunakan. Hasil penelitian ini bahwa tidak terdapat fenomena January Effect dan tidak terdapat perbedaan antara Abnormal Return dan Volume Perdagangan di bulan januari dibanding bulan lainnya pada indeks LQ-45 di Bursa Efek Indonesia.Downloads
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