文章基本信息

标题：ANALISIS THE MONDAY EFFECT DI BURSA EFEK INDONESIA
本地全文：下载
作者：I Ketut Teguh Dharma Putra ; Putu Agus Ardiana
期刊名称：E-Jurnal Akuntansi Universitas Udayana
印刷版ISSN：2302-8556
出版年度：2016
卷号：17
期号：1
页码：591-614
出版社：E-Jurnal Akuntansi Universitas Udayana
摘要：Seasonal anomaly on the stock market are found in studies in various countries, Monday Effect is one such phenomenon.Researchers are encouraged to conduct research in the Indonesia Stock Exchange regarding the phenomenon Monday Effect because the diversity of the results of previous studies.Regression analysis was used as an approach to test the hypothesis.Daily return period 2007-2013 is the data used in the study.Effect Monday anomaly in the Indonesia Stock Exchange was not proven during the period 2007-2013 are the conclusions of the analysis results obtained.Monday the last two weeks did not affect the negative returns on Monday and return on Friday of the previous week did not affect the return on Monday in the Indonesian Stock Exchange indicated in the results of the regression test.
关键词：seasonal anomaly; the phenomenon of the Monday effect; stock returns