Ulfah, Istimariatul (2020) Analisis monday effect dan weekend effect terhadap return saham di Jakarta Islamic Index. Undergraduate (S1) thesis, Universitas Islam Negeri Walisongo Semarang.

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Abstract

Tujuan dari penelitian ini adalah (1) untuk mengetahui perbedaan return saham hari Senin sampai dengan hari Jumat pada perdagangan saham, (2) Untuk mengetahui apakah terjadi Monday Effect pada perdagangan saham, (3) Untuk mengetahui apakah terjadi Weekend Effect pada perdagangan saham. Penelitian ini menggunakan sampel pada saham di Jakarta Islamic Index (JII) bulan September Oktober dan November 2019. Teknik analisis data yang digunakan adalah uji Kruskal Wallis Test dan uji Wilcoxon Signed Ranks Test. Hasil penelitian menunjukkan bahwa (1) terdapat perbedaan return saham hari Senin sampai dengan hari Jumat pada perdagangan saham di Jakarta Islamic Index, (2) Monday Effect tidak terjadi pada perdagangan saham di Jakarta Islamic Index, (3) Weekend Effect tidak terjadi pada perdagangan saham di Jakarta Islamic Index.

ABSTRACT:

The purpose of this research is (1) to find out the difference in stock returns on Monday to Friday on stock trading, (2) to find out whether there is a Monday Effect on stock trading, (3) to find out whether there is a Weekend Effect on stock trading. The study used samples on stocks in the Jakarta Islamic Index (JII) in September, October and November 2019. The data analysis techniques used were test Kruskal Wallis Test and Wilcoxon Signed Ranks Test. Results show that (1) there is a difference in stock returns Monday up to Friday on stock trading at the Jakarta Islamic Index, (2) Monday Effect does not occur on stock trading in the Jakarta Islamic Index, (3) Weekend Effect does not occur on stock trading in the Jakarta Islamic Index.

Item Type: Thesis (Undergraduate (S1))
Uncontrolled Keywords: Monday effect; Weekend effect; Return saham; Jakarta Islamic Index; Pasar modal
Subjects: 300 Social sciences > 330 Economics > 332 Financial economics > 332.6 Investasi
Divisions: Fakultas Ekonomi dan Bisnis Islam > 60202 - Ekonomi Syariah (Ekonomi Islam) (S1)
Depositing User: Miswan Miswan
Date Deposited: 15 Jun 2021 04:38
Last Modified: 15 Jun 2021 04:38
URI: https://eprints.walisongo.ac.id/id/eprint/13160

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