{"title":"PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020","authors":"Budiman Budiman, Nur aida Arifah Tara, I. Ap","doi":"10.29303/jmm.v10i2.654","DOIUrl":null,"url":null,"abstract":"The purpose of this research was to examine the existence of Monday Effect, Week Four Effect, and Rogalsky Effect on stock return of LQ-45 index ini Indonesian Stock Exchange (IDX) during 2019 – 2020. The statistic methods used to test the hypotheses are Mann Whitney. The results show that Monday Effect, Week Four Effect, and Rogalsky Effect exist on stock return of LQ-45 index in IDX.Keywords :Monday Effect, Week Four Effect, Rogalsky Effect, Return","PeriodicalId":340414,"journal":{"name":"JMM UNRAM - MASTER OF MANAGEMENT JOURNAL","volume":"3 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"JMM UNRAM - MASTER OF MANAGEMENT JOURNAL","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29303/jmm.v10i2.654","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
PENGARUH SEASONAL EFFECT TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA TAHUN 2019 – 2020
The purpose of this research was to examine the existence of Monday Effect, Week Four Effect, and Rogalsky Effect on stock return of LQ-45 index ini Indonesian Stock Exchange (IDX) during 2019 – 2020. The statistic methods used to test the hypotheses are Mann Whitney. The results show that Monday Effect, Week Four Effect, and Rogalsky Effect exist on stock return of LQ-45 index in IDX.Keywords :Monday Effect, Week Four Effect, Rogalsky Effect, Return