ANALISIS JANUARY EFFECT EFFECT PADA SAHAM SEKTOR BARANG KONSUMSI PERIODE TAHUN 2013-2017

Saheranto, Linggar (2019) ANALISIS JANUARY EFFECT EFFECT PADA SAHAM SEKTOR BARANG KONSUMSI PERIODE TAHUN 2013-2017. Other thesis, UNIKA SOEGIJAPRANATA SEMARANG.

[img] Text (COVER)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf COVER.pdf

Download (954kB)
[img] Text (BAB I)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf BAB I.pdf

Download (546kB)
[img] Text (BAB II)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf BAB II.pdf
Restricted to Registered users only

Download (278kB)
[img] Text (BAB III)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf BAB III.pdf

Download (264kB)
[img] Text (BAB IV)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf BAB IV.pdf

Download (48kB)
[img] Text (BAB V)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf BAB V.pdf

Download (30kB)
[img] Text (DAFTAR PUSTAKA)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf DAPUS.pdf

Download (248kB)
[img] Text (LAMPIRAN)
14.D1.0304 LINGGAR SAHERANTO (8.55)..pdf LAMP.pdf

Download (1MB)

Abstract

This study is conducted to figure out whether there is or not a market anomaly phenomenon of January effect on the stock of consumer goods sector in the Indonesia Stock Exchange for the period of 2013-2017. According to the result of paired T-test that was used in this study, the average value of the highest abnormal return is in another month at 0,00026. While the lowest value is in January at 0,000159. In the correlation test, the value between variables is 0.282 with a significance of 0.004 so there is a relationship between January and the other months. The average value of abnormal returns for the other months and January is 0,0001 with a standard deviation of 0.0068. The t-value is 0.152 with a significance of 0.88> 0.05. Therefore, it shows that there is no significant difference and the January effect is not found in the consumer goods sector stocks of IDX. Key words : Return, Abnormal return, dan January effect

Item Type: Thesis (Other)
Subjects: 300 Social Sciences > 330 Economics > Financial Economics > Stock Exchange
Divisions: Faculty of Economics and Business > Department of Management
Depositing User: Mr Lucius Oentoeng
Date Deposited: 22 Nov 2019 01:32
Last Modified: 22 Nov 2019 01:32
URI: http://repository.unika.ac.id/id/eprint/20140

Actions (login required)

View Item View Item