TURN OF THE MONTH EFFECT PADA PERUSAHAAN YANG TERDAFTAR DALAM INDEKS LQ45 PERIODE 2011-2016

Yapto, Vivia (2018) TURN OF THE MONTH EFFECT PADA PERUSAHAAN YANG TERDAFTAR DALAM INDEKS LQ45 PERIODE 2011-2016. Undergraduate thesis, Universitas Katolik Musi Charitas Palembang.

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Abstract

The purpose of this study is to test the presence of Turn of The Month Effect at listed companies in LQ45 index for 2011-2016 periods and also to know the presence of Turn of The Month Effect in January compared with the rest of the other months. The population is all listed companies in LQ45 index for 2011-2016 periods. The sample is determined by purposive sampling method. The obeservation is 165 companies. Data analysis test uses Wilcoxon Sign Test with SPSS. The test result shows that H1 which states that average returns in the rest days of the month and in the early days of the next month is higher than the other rest days is accepted if the test is performed in overall of the month. Then, H2 which states that average returns of ToM period in January is higher than average returns of ToM period in the other rest months is rejected. Keywords: return, Turn of The Month Effect, Rest of The Month

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: return, Turn of The Month Effect, Rest of The Month return, Turn of The Month Effect, Rest of The Month return, Turn of The Month Effect, Rest of The Month return ; Turn of The Month Effect ; Rest of The Month
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Theses - S1 > Management Study Program
Depositing User: Yohana Fransiska Auliani
Date Deposited: 14 Nov 2022 01:21
Last Modified: 14 Nov 2022 01:21
URI: http://eprints.ukmc.ac.id/id/eprint/9178

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