Jurnal Akuntansi dan Keuangan
Vol 6, No 2 (2018): Agustus 2018

PENGARUH DAY OF THE WEEK EFFECT TERHADA RETURN SAHAM PADA PERUSAHAAN YANG TERGABUNG DALAM JAKARTA ISLAMIC INDEX (JII)

Iswadi Iswadi (Prodi Akuntansi Fakultas Ekonomi dan Bisnis Universitas Malikussaleh Lhokseumawe, Aceh,)
Nurul Hafni (Prodi Akuntansi Fakultas Ekonomi dan Bisnis Universitas Malikussaleh Lhokseumawe, Aceh,)

Article Info

Publish Date
08 Aug 2018

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).

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Journal Info
Jurnal Akuntansi dan Keuangan
Website

Abbrev

jak

Publisher

Universitas Malikussaleh

Subject

Economics, Econometrics & Finance Education Environmental Science Social Sciences Other

Description

urnal Akuntansi dan Keuangan P-ISSN 2301-4717 E-ISSN 2716-022X is a open-access, peer-reviewed scientific journal published online through an Open Journal System. This journal is published by the Department of Accounting Faculty of Economics and Business, Malikussaleh University, Aceh Utara, ...