This study aims to determine whether there is influence idul fitri effect on stock abnormal returns in the stock exchanges of Indonesia. Holidays in Indonesia is very diverse, this study used holiday of Eid as a focus of study. Idul Fitri holidays is chosen because the majority of the Indonesian people are to moslem and and the Idul Fitri holidays have a longer holiday period when compared to other holidays that exist in Indonesia . 
The sample used in this study are stocks included in LQ -45 during 2010­2014 . The method used to test the effect of holiday effect on stock abnormal returns in the Indonesian stock exchange is one sample t -test , with the preferences will use the ten days before and ten days after Eid holidays . paired t -test method was used to test whether there are differences in stock abnormal returns before and after Idul Fitri.The results in period of 2010 indicate that there is an influence of the Eid Holiday on stock abnormal return in the Indonesian Stock Exchange for about 3 to 9 days after Eid Holiday. According to the test result of Eid holiday in 2011 proves that Eid holiday has an impact on stock return. In contrary, the Eid holiday in 2012 has nothing to do with stock return. However, the test result of Eid holiday in 2013, there is a significant impact on stock abnormal return still in the same place on 9th day afterward, but the test result in 2014 displays the same condition on the next day after the Eid holiday. For the first hypothesis, the result of research during the period of 2010 to 2014 concludes that there is an influence starts from 6 days before the Eid Holiday. For the second hypothesis, there is a difference on stock abnormal return between the start and the end of Eid holiday occured only in 2013 while showed no difference in the remaining of the years. 
Keywords:Idul Fitri, Abnormal return , Bursa Efek Indonesia