THE ANALYSIS OF MONDAY EFFECT AND WEEKEND EFFECT TOWARDS STOCK RETURN ON BANK SECTOR IN INDONESIA, INDIA, AND CHINA

Amirul Mu’minin, 1411031007 (2018) THE ANALYSIS OF MONDAY EFFECT AND WEEKEND EFFECT TOWARDS STOCK RETURN ON BANK SECTOR IN INDONESIA, INDIA, AND CHINA. ECONOMICS AND BUSINESS FACULTY , LAMPUNG UNIVERSITY.

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Abstract

This research aims to investigate the difference of returns that happened from Monday to Friday on stock trading, find empirical evidence that occur on Monday effect on stock trading, and find empirical evidence that occur in weekend effect on stock trading in Indonesia, India, and China. This research was an empirical study on trading day and stock returns were done by using comparative method. This research used samples from 24 bank companies listed in Indonesia Stock Exchange (IDX), 26 bank companies listed in Bombay Stock Exchange (BSE), 10 bank companies listed in Shanghai Stock Exchange (SSE) from January to December 2017. Daily stock return of each bank company analysis technique used one way ANOVA to investigate the difference of return and independent sample t-test to find empirical evidence that occur in Monday effect and weekend effect. The result showed that there were significant differences between daily stock returns on trading days in a week in Indonesia, India, and China, Monday effect did not exist on stock trading in Indonesia, India, and China, and weekend effect did not exist on stock trading in Indonesia, India, and China in period 2017. Key Words: stock return, Monday effect, weekend effect.

Item Type:	Other
Subjects:	H Ilmu Sosial = Social Sciences > HB Economic Theory H Ilmu Sosial = Social Sciences > HF Commerce > HF5601 Accounting
Divisions:	Fakultas Ekonomi dan Bisnis > Prodi Akuntansi
Depositing User:	201801032 . Digilib
Date Deposited:	04 Jun 2018 06:11
Last Modified:	04 Jun 2018 06:11
URI:	http://digilib.unila.ac.id/id/eprint/31546

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