Penulis Utama : Isnaini Laili Marwa
Penulis Tambahan : -
NIM / NIP :
Tahun : 2005
Judul : Analisis fenomena efek senin di Bursa Efek Jakarta
Edisi :
Imprint : Surakarta - Program Studi Magister Manajemen, Program Pascasar - 2005
Kolasi :
Sumber : UNS-Program Pascasarjana NIM. S 4104010-2005
Subyek : BURSA EFEK
Jenis Dokumen : Tesis
ISSN :
ISBN :
Abstrak : Market anomaly shows a phenomenon occurring repeatedly and consistently deviating from an efficient market condition. Monday Effect is an event in which return on Monday becomes lower than the one on other days. This deviating phenomenon has made the financial profession very interested in. This research aims to find out the difference between stock return on Monday and the one on other days (Friday) and to find out the effect of company size (large-scale and small-scale companies) on the stock return on Monday occurring in Jakarta Stock Exchange. The sample employed in this study consisted of 38 companies observed and used data from 2002 to 2003 periods. Meanwhile hypotheses testing in the study employed T-Test and Variance Analysis (ANOVA) with the significance level of 5%. The results show that in general, Monday effect occurs in Jakarta Stock Exchange and that the company size (large-scale and small-scale companies) does not influence the average return on Monday in Jakarta Stock Exchange. The result of this research show also that there are some stocks giving above average return that is stocks with code of TKIM, KLBF, TINS, and KPIG. Key words: Market anomaly, Monday Effect, Jakarta Stock Exchange
File Dokumen :

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abstrak.pdf
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File Jurnal : -
Status : Non Public
Pembimbing : 1. Dr. Bambang Sutopo, M.Com, Akt.
2. Drs. Heru Agustanto, M.S.
Catatan Umum :
Fakultas : Pascasarjana