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All Journal JURNAL KEBANGSAAN Ekonis: Jurnal Ekonomi dan Bisnis Jurnal Akuntansi dan Keuangan Jurnal Kajian Manajemen dan Wirausaha Quantitative Economics and Management Studies Rambideun : Jurnal Pengabdian Kepada Masyarakat J-MIND Jurnal Manajemen Indonesia
Iswadi Ak
Faculty Of Economics And Business, Universitas Malikussaleh, Aceh, Indonesia
Agriculture, Biological Sciences & Forestry Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Mathematics Public Health Social Sciences Other

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Journal : Jurnal Akuntansi dan Keuangan

 1 
PENGARUH DAY OF THE WEEK EFFECT TERHADA RETURN SAHAM PADA PERUSAHAAN YANG TERGABUNG DALAM JAKARTA ISLAMIC INDEX (JII) Iswadi Iswadi; Nurul Hafni
Jurnal Akuntansi dan Keuangan Vol 6, No 2 (2018): Agustus 2018
Publisher : Department of Accounting, Faculty of Economics & Business

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29103/jak.v6i2.1828

Abstract

This study aims to examine the effect of day of the week effect on the stock returns in the Jakarta Islamic Index (JII) in the period Desember 2017-May 2017. The data used in this study are secondary data obtained from www.yahoo.finance.com. The sample in this study are all compinies incorporated in the Jakarta Islamic Index as many as 30 companies. This study used multiple linear regression tests with dummy variables. The results of the study partially indicate  that trading days on Thursday sifnificantly influence JII stock returns which can be seen from a significant value of 0,009. So, it can be concluded that day of the week effect on stock return in the jakarta islamic index (JII).
Co-Authors Agustin Nurhayati Anak Agung Gede Sugianthara Erlangga Erlangga Fitri Al Faini Siregar Muchtar, Darmawati Mukmim Alamsyah Putra Matondang Nur Asyiah Ratna Ratna yuli asbar Zulkifli