Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship
Vol 2, No 2 (2013)

Analisis January Effect pada Saham Perusahaan LQ-45 di Bursa Efek Indonesia

Dwi Cahyaningdyah (Universitas Negeri Semarang)
Dhany Kurniawan Putra (Universitas Negeri Semarang)



Article Info

Publish Date
30 Jun 2013

Abstract

The purpose of this research is to examine about the existence of a January Effect in the Indonesia stock exchange. Research samples used purposive sampling. Sample consists 30 companies based on sampling criteria. Analysis of data used one sample kolmogorov-smirnov to test data normality and to test hypotheses using one sample t-test. The result shows January Effect didn’t exist in Indonesia stock exchange in the period 2011- 2012. This can be seen that although the value of average return in January showed significant but the average return was not the highest, the highest average return was occurred on June.

Copyrights © 2013






Journal Info

Abbrev

maksipreneur

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship (JMP) is a periodical scientific journal published by Universitas Proklamasi 45 (UP45) Yogyakarta, Indonesia, twice a year on December and June. This journal is intended to collect and publish a summary of research results, scientific ...