ANALISIS PERBEDAAN THE DAY OF THE WEEK EFFECT, WEEK FOUR EFFECT DAN ROGALSKY EFFECT PADA RETURN SAHAM LQ-45 DI BEI TAHUN 2016

Siti Fatimah, Anny Widiasmara

Abstract


This study aims to determine the Difference Analysis of The Day Of The Week Effect, Week Four Effect and Rogaski Effect on the LQ-45 Stock Return on the Indonesia Stock Exchange in 2016. This research is a descriptive quantitative research. Sampling technique using purposive sampling method with sample criteria are actively traded stocks during the research period of January to December 2016, amounting to 41 companies. Hypothesis testing uses the Difference test. The results of this study identified that there were differences in The Day Of The Week Effect and there were no differences in the Week Four effect, Rogalsky effect on Stock Return on LQ-45 Companies listed on the Indonesia Stock Exchange in 2016.
Keywords: Stock Returns, The Day Of The Week Effect, Week Four Effect, Rogalsky Effect.


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