Artikel Ilmiah : C1B018087 a.n. ELFINDRA NAYIF WARDHAYA
| NIM | C1B018087 |
|---|---|
| Namamhs | ELFINDRA NAYIF WARDHAYA |
| Judul Artikel | ANALISIS CALENDAR ANOMALIES DI BURSA EFEK INDONESIA (STUDI KASUS PADA INDEKS SAHAM LQ45 PERIODE 2019-2020) |
| Abstrak (Bhs. Indonesia) | Penelitian ini bertujuan untuk mengetahui apakah fenomena January Effect, The Day of The Week Effect, dan Week Four Effect terjadi pada saham yang masuk ke dalam indeks LQ45 di BEI pada tahun 2019-2020. Populasi dalam penelitian ini semua perusahaan yang masuk ke dalam Indeks LQ-45 BEI pada periode 2019-2020. Penelitian ini menggunakan metode purposive sampling. Sampel yang memenuhi kriteria pada penelitian ini sejumlah 35 sampel perusahaan yang masuk ke dalam indeks LQ45 pada tahun 2019-2020. Berdasarkan hasil penelitian dan analisis data menggunakan metode Ordinary Least Square, menunjukan bahwa: January Effect, The Day of The Week Effect, Week Four Effect tidak terjadi pada saham yang masuk ke dalam indeks LQ45 di BEI pada tahun 2019-2020. Implikasi dari penelitian ini yakni fenomena-fenomena Calendar Anomalies seperti January Effect, The Day of The Week Effect, dan Week Four Effect tersebut tidak selalu terjadi sehingga investor sebaiknya untuk tidak selalu menggunakan fenomena tersebut guna mendapatkan abnormal stock return yang tinggi. Selain itu, investor harus menyiapkan psikologi apabila anomaly market tersebut tidak terjadi. |
| Abtrak (Bhs. Inggris) | This study aims to determine whether the phenomena of the January Effect, The Day of The Week Effect, and the Week Four Effect occur in stocks that are included in the LQ45 index on the IDX in 2019-2020. The population in this study are all companies that are included in the IDX's LQ-45 Index for the 2019-2020 period. This research uses a purposive sampling method. The sample that meets the criteria in this study is a sample of 35 companies that were included in the LQ45 index in 2019- 2020. Based on the results of research and data analysis using the Ordinary Least Square method, it shows that: January Effect, The Day of The Week Effect, Week Four Effect does not occur in stocks that are included in the LQ45 index on the IDX in 2019-2020. The implication of this research is that the Calendar Anomalies phenomena such as the January Effect, The Day of The Week Effect, and the Week Four Effect do not always occur so that investors should not always use these phenomena in order to get high abnormal stock returns. In addition, investors must prepare psychology if the market anomaly does not occur. |
| Kata kunci | Calendar Anomaly, The Day of The Week Effect, January Effect, Week Four Effect, Stock Return, Indeks lq45, BEI. |
| Pembimbing 1 | Drs. Jaryono, MSIE. |
| Pembimbing 2 | Retno Widuri, SE., M.Si. |
| Pembimbing 3 | Dr. Sudarto, M.E. |
| Tahun | 2022 |
| Jumlah Halaman | 18 |
| Tgl. Entri | 2022-08-01 15:38:12.637506 |