DAY OF THE WEEK EFFECT DAN WEEK FOUR EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA

Nur Aisyah F. Pulungan; Yanti Murni; Hirdinis Mansyur

doi:10.22441/jimb.v2i3.3835

DAY OF THE WEEK EFFECT DAN WEEK FOUR EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA

Penulis

Nur Aisyah F. Pulungan Fakultas Ekonomi dan Bisnis, Universitas Mercu Buana
Yanti Murni Fakultas Ekonomi dan Bisnis, Universitas Mercu Buana
Hirdinis Mansyur Fakultas Ekonomi dan Bisnis, Universitas Mercu Buana

DOI:

https://doi.org/10.22441/jimb.v2i3.3835

Kata Kunci:

Return Saham, Day of The Week Effect, Week Four Effect,

Abstrak

Penelitian ini dilakukan dengan tujuan untuk menguji dan menganalisis terjadinya hari perdagangan
(the day of the week effect) dan minggu keempat (week four effect) pada return saham di Bursa Efek
Indonesia. Sampel dalam penelitian ini adalah perusahaan-perusahaan yang terdaftar sebagai saham LQ-45
selama bulan Februari 2013-Januari 2014. Jenis data yang dipakai merupakan data sekunder yang berupa
data laporan keuangan perusahaan yang menjadi sampel selama Februari 2013-Januari 2014 dalam bentuk
data harian.
Metode yang digunakan untuk menganalisis dengan menggunakan analisis deskriptif dan regresi
linier berganda tanpa intercept (multiple regression through origin) dengan menggunakan SPSS 16 dan untuk
menguji kebenaran hipotesis menggunakan statistik t (uji t). Hasil penelitian menunjukkan bahwa hari
perdagangan berpengaruh signifikan terhadap return saham LQ-45 di Bursa Efek Indonesia dan hari senin
minggu keempat dan kelima tidak berpengaruh terhadap return saham LQ-45 yang terendah pada hari senin
di Bursa Efek Indonesia.

Unduhan

Data unduhan belum tersedia.

Unduhan

PDF (English)

Diterbitkan

2016-11-01

Cara Mengutip

Pulungan, N. A. F., Murni, Y., & Mansyur, H. (2016). DAY OF THE WEEK EFFECT DAN WEEK FOUR EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA. Jurnal Ilmiah Manajemen Dan Bisnis, 2(3), 855–863. https://doi.org/10.22441/jimb.v2i3.3835

Unduh Sitasi

Terbitan

Vol 2 No 3 (2016): Jurnal Ilmiah Manajemen dan Bisnis

Bagian

Articles

Lisensi

The copyright of this article was transferred to Universitas Mercu Buana if and when the article was accepted for publication. The undersigned below transfers all and all rights in and to paper including without limitation all copyright to UMB. The undersigned states and guarantees that the paper is genuine and that he is the author of the paper, except material that is clearly identified as the original source, with the notification of the permission of the copyright owner if necessary and has the power and authority to make and carry out this assignment. We state that this paper has not been published in the same form elsewhere.

Furthermore, I / We hereby transfer unlimited publicity rights to the above mentioned papers as a whole to Universitas Mercu Buana. Copyright transfers include the right to reproduce and distribute articles, including reprints, translations, photo reproductions, microforms, electronic forms (offline, online) or other reproductions that have similar properties. The appropriate author signs and accepts the responsibility for releasing this material on behalf of each and all co-authors. This agreement must be signed by at least one of the authors who has obtained approval from the co-author (s) where applicable.

After the submission of this agreement is signed by the appropriate author, changes in authorship or in the order of the registered author will not be accepted. Retained Rights / Provisions and Conditions Although the author is permitted to reuse all or part of the Work in another work, this does not include giving a third party request for reprinting, republishing, or any other type of reuse.