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DAY OF THE WEEK EFFECT TERHADAP RETURN DAN VOLUME PERDAGANGAN SAHAM LQ45 DAN NON LQ45

Jurnal Keuangan dan Perbankan, Volume 13, Nomor 3, September 2009
Journal from JIPTUNMERPP / 2012-01-24 07:00:20
Oleh : Yanuar Bachtiar, Diploma 3 of Finance and Banking Merdeka University Malang (jurkubank@yahoo.com)
Dibuat : 2009-09-01, dengan 0 file

Keyword : Day of the week effect, return, volume trade stock

This research aimed to know: first, day of the week effect that influence the return of LQ45 and non LQ45 stocks. Second, to know day of the week effect that influenced the volume of commerce of LQ45 and non LQ45 stocks. The taken samples were a property stock and real estate stocks including 2 stocks that was part of LQ45 and 2 other stocks in non LQ45 at Jakarta Stock Exchange (JSX) in January up to December 2006 (242 trade days) by fulfilling samples which were already valid. Analysis model used in this research was linear regression model. The result of this research showed that the lowest return found on Monday trade days and the lighest return was on Friday trade day. However, day of the week effect only proved significant at stock non LQ45 group. The trial on trade volume did not find any significant result.

Deskripsi Alternatif :

This research aimed to know: first, day of the week effect that influence the return of LQ45 and non LQ45 stocks. Second, to know day of the week effect that influenced the volume of commerce of LQ45 and non LQ45 stocks. The taken samples were a property stock and real estate stocks including 2 stocks that was part of LQ45 and 2 other stocks in non LQ45 at Jakarta Stock Exchange (JSX) in January up to December 2006 (242 trade days) by fulfilling samples which were already valid. Analysis model used in this research was linear regression model. The result of this research showed that the lowest return found on Monday trade days and the lighest return was on Friday trade day. However, day of the week effect only proved significant at stock non LQ45 group. The trial on trade volume did not find any significant result.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Finance and Banking Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.