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All Journal Ilmu Administrasi Publik Jurnal Titra Jurnal Organisasi Dan Manajemen International Journal of Technology And Business BISNIS & BIROKRASI: Jurnal Ilmu Administrasi dan Organisasi
Chandra Wijaya
1). Radioisotope and Radiopharmaceutical Center, BATAN, Serpong. 2). Faculty of Pharmacy, University of Pancasila, Jakarta.
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Industrial & Manufacturing Engineering Social Sciences Other

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Journal : Jurnal Organisasi Dan Manajemen

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Does Friday-Monday Dance with Harmony? Asnawi, Said Kelana; Wijaya, Chandra; Siagian, Dergibson; Alzah, Salam Fadillah
Jurnal Organisasi dan Manajemen Vol. 17 No. 1 (2021): January - June
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33830/jom.v17i1.1261.2021

Abstract

This research is about the weekend effect, a combination of Friday and Monday, and its impact on Monday trading volume. It was found that there was no association between Friday return and Monday return. Still, they occur a combination both Friday and Monday negative return was more than combination both Friday and Monday positive return. There are both combinations (Friday and Monday), and price fluctuation has not affected Monday's volume. There is also no difference in characteristics between groups: Friday and Monday negative return and Friday and Monday positive return. Thus, Friday-Monday dances with harmony; the efficient market occurs. Keywords: Weekend Effect; Trading Volume; Liquidity; Risk-Return; Market Efficient
Co-Authors Andreo Wahyudi Atmoko Andriani, Rina Aprillia, Dewinta Budi Yulianto Dergibson Siagian Fibria Indriati Gunadi Gan Hartrisari Hardjomidjojo Lely Hiryanto M. Syamsul Maarif Nyoman Sutapa Panca, Billy Susanto Said Kelana Asnawi Salam Fadillah Alzah Sari, Vicky Dian Pratama Umanto, Umanto