dc.contributor.author | Apriyani Kusuma Wardhani, 02311090 | |
dc.date.accessioned | 2020-06-03T03:25:18Z | |
dc.date.available | 2020-06-03T03:25:18Z | |
dc.date.issued | 2006 | |
dc.identifier.uri | http://hdl.handle.net/123456789/20944 | |
dc.description.abstract | The objectives of this study are : (1) to test the weekend effect on stock return,
(2) to determine wether there is any differences of daily stock returns. The study uses 45 firms included in the LQ-45 group over two period of February 2005 - July 2005 and August 2005 - January 2006. The multiple regrression employing dummy variables and an analysis of variance. The results indicate that there is a weekend effect on stock return. Finnaly, the study also shows that there is the difference between Monday and Tuesday in daily stock returns.
Keywords: weekend effect, closing price, daily stock return. | en_US |
dc.publisher | Universitas Islam Indonesia | en_US |
dc.subject | Analisis Efek Akhir Pekan | en_US |
dc.subject | Return Saham | en_US |
dc.subject | Bursa Efek Jakarta | en_US |
dc.subject | Periode 2005 - 2006 | en_US |
dc.subject | weekend effect | en_US |
dc.subject | closing price | en_US |
dc.subject | daily stock return | en_US |
dc.title | Analisis Efek Akhir Pekan terhadap Return Saham di Bursa Efek Jakarta Periode 2005 - 2006 | en_US |