Jurnal Analisis Bisnis Ekonomi
Vol 7 No 2 (2009): Volume 7, Nomor 2, Oktober 2009

PENGUJIAN FENOMENA EFEK SENIN (MONDAY EFFECT) DAN WEEKFOUR EFFECTDI BURSA EFEK INDONESIA

Alvia, Liza (Unknown)
Silaban, Delia Tika (Unknown)

Article Info

Publish Date
28 Oct 2009

Abstract

The objective of this research is to reexamine the anomaly of Monday effect and week four effect at Indonesian Stock Exchange (ISE). Using Jakarta Composite Index from 2003 until 2007 and ANOVA to answer the research questions. The results of this research show that there was no difference return between Monday and Tuesday until Friday. The first hypothesis said that Monday return would be lower than another day return was rejected. And also for the second hypothesis, Monday return would be lower on week four was rejected. It means that Monday effect and week four effect was not happen on Indonesian Stock Exchange.

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Journal Info
Jurnal Analisis Bisnis Ekonomi
Website

Abbrev

bisnisekonomi

Publisher

Universitas Muhammadiyah Magelang

Subject

Economics, Econometrics & Finance

Description

urnal Analisis Bisnis Ekonomi is a journal published by the Faculty of Economics and Business, Universitas Muhammadiyah Magelang, published twice a year in April and October. The publication of this journal is intended as a medium of information exchange and scientific work between faculty, alumni, ...