ANALISIS WEEKEND EFFECT DI BURSA EFEK INDONESIA (BEI) PERIODE 2009-2012
| Main Authors: | , MERDIKA PERMATA HATI, , Dra., Sri Handaru Yuliati, M.B.A. |
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| Format: | Thesis NonPeerReviewed |
| Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2013
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| Subjects: | |
| Online Access: |
https://repository.ugm.ac.id/122115/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=62215 |
Daftar Isi:
- This study aimed to determine the effect of the Weekend Effect on share prices Large capitalization companies and the Small Capitalization in Indonesian Stock Exchange and the influence of Weekend Effect to each capitalization. This study uses 40 stocks large capitalization company and 40 stocks small capitalization listed on the Indonesia Stock Exchange in the period 2009-2012. Authors using the t test and the assumptions of classical regression to test the significant day and which capitalization have the most influence on the Weekend Effect on the sample used. The results of this study there was no significant effect on the shares of large-capitalization companies and small capitalization for Monday. It can be concluded that there is no return of Weekend Effect when Monday has the lowest return than other days of the week. But the results did get significant results regarding the influence of Weekend Effect which states that the more influential of the Weekend Effect on small capitalization stocks than large capitalization stocks.