Jurnal Manajemen
Vol 5 No 1 (2015): November

PENGARUH HOLIDAY EFFECT TERHADAP RETURN SAHAM PERUSAHAAN YANG TERGABUNG DALAM LQ-45 DI BURSA EFEK INDONESIA

Inka Lesmana Liaw Bunfa Abdullah Rakhman (Institut Bisnis dan Informatika Kwik Kian Gie)

Article Info

Publish Date
20 Oct 2018

Abstract

This thesis wants to know whether the effect of holiday (Holiday Effect) on Firms’s Stock Return Which Incorporate In LQ-45 on February 2011 – January 2014. Samples were taken in this study  is the daily stock price data from firms which incorporate in LQ-45 on February 2011 – January 2014. This study was divided into two holidays; religious holidays and national holidays to see whether there are differences  in the view of investors on both holidays. The research concludes there is influence of Holiday Effect on Firms’s Stock Return Which Incorporate In LQ-45 on February 2011 – January 2014. Key Words : Holiday Effect, Efficient Market, Anomaly Calendar, Pre-Holiday, Post Holiday

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Journal Info
Jurnal Manajemen
Website

Abbrev

JM

Publisher

INSTITUT BISNIS DAN INFORMATIKA KWIK KIAN GIE

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Jurnal Manajemen mempunyai misi untuk mendorong pengembangan praktik dan teori manajemen di Indonesia melalui penyebarluasan temuan-temuan hasil riset dibidang sains dan kasus manajemen, terdiri dari bidang sumber daya manusia, pemasaran, strategik, keuangan, dan ...