?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENGARUH+HARI+PERDAGANGAN+TERHADAP+RETURN+SAHAM%0D%0A(PENGUJIAN+DAY+OF+THE+WEEK+EFFECT)+PADA+SEKTOR+INDUSTRI%0D%0ABARANG+DAN+KONSUMSI+DI+BURSA+EFEK+INDONESIA%0D%0APERIODE+2015&rft.creator=ANANDHA+SARTIKA+PUTRI%2C+1341011010&rft.subject=HB+Economic+Theory&rft.description=Hipotesis+pasar+efisien+menjelaskan+bahwa+investor+tidak+memungkinkan+untuk%0D%0Amelakukan+prediksi+harga+dan+return+saham+menggunakan+harga+saham+masa+lalu.%0D%0ABeberapa+penelitian+menemukan+hal+yang+bertolak+belakang+dengan+hipotesis%0D%0Apasar+efisien%2C+penyimpangan+ini+disebut+anomali+pasar.+Anomali+menyebabkan%0D%0Apergerakan+pasar+terstruktur+pada+saat+tertentu+sehingga+investor+dapat%0D%0Amemprediksi+pola+pergerakan+return.+Salah+satu+anomali+pasar+adalah+efek+hari%0D%0Aperdagangan+(day+of+the+week+effect).+Pada+teori+pasar+efisien+menyatakan+bahwa%0D%0Areturn+saham+tidak+berbeda+pada+setiap+hari+perdagangan%2C+namun+fenomena+day+of%0D%0Athe+week+effect+menyatakan+bahwa+terdapat+perbedaaan+return+untuk+masingmasing%0D%0Ahari+perdagangan+dalam+satu+minggu.+Para+investor+memanfaatkan%0D%0Aanomali+ini+sebagai+salah+satu+strategi+perdagangan+untuk+mendapatkan%0D%0Akeuntungan+diatas+rata-rata+pasar.+Tujuan+dari+penelitian+ini+adalah+untuk%0D%0Amenginvestasikan+keberadaan+day+of+the+week+effect+dengan+mengetahui+pengaruh%0D%0Ahari+perdagangan+terhadap+return+saham.+Populasi+dalam+penelitian+ini+adalah%0D%0Aperusahaan-perusahaan+yang+termasuk+dalam+sektor+industri+barang+dan+konsumsi%0D%0Adi+Bursa+Efek+Indonesia+(BEI)+periode+2015.+Sampel+dipilih+dengan+menggunakan%0D%0APurposive+Sampling.+Berdasarkan+hasil+pengujian+menggunakan+regresi+linier%0D%0Aberganda+dengan+variabel+dummy+ditemukan+bahwa+terdapat+anomali+day+of+the%0D%0Aweek+effect+pada+sektor+industri+barang+dan+konsumsi+di+Bursa+Efek+Indonesia%0D%0Aperiode+2015.+Anomali+day+of+the+week+effect+terjadi+pada+hari+Kamis+dan+Jumat.%0D%0AKata+Kunci+%3A+Pasar+Efisien%2C+Day+of+The+Week+Effect%2C+Return+Saham.%0D%0A%0D%0A%0D%0A%0D%0AABSTRACT%0D%0A%0D%0AEfficient+Market+Hypothesis+explains+that+investors+are+not+possible+to+make+price%0D%0Aforecasts+and+stock+returns+using+past+stock+prices.+Several+studies+have+found%0D%0Acontradictory+with+Efficient+Market+Hypothesis%2C+this+deviation+is+called+market%0D%0Aanomalies.+Anomalies+caused+structured+market+movements+at+a+certain+moment%0D%0Aso+the+investors+can+predict+return+movement+patterns.+One+of+the+market%0D%0Aanomalies+is+effect+of+the+trading+day+(day+of+the+week+effect).+Efficient+market%0D%0Ahypothesis+theory+states+that+the+stock+return+is+not+different+in+every+trading+day%2C%0D%0Abut+the+day+of+the+week+effect+phenomenon+states+that+there+is+difference+of+return%0D%0Afor+each+day+in+every+trading+day+of+the+week.+Investors+take+advantage+of+this%0D%0Aanomaly+as+one+trading+strategy+to+get+higher+profit+above+market+average.+The%0D%0Aaim+of+this+research+was+to+investigate+the+existence+of+day+of+the+week+effect+by%0D%0Aknowing+the+effect+of+the+trading+day+on+stock+returns.+The+population+in+this%0D%0Aresearch+is+enterprises+that+included+into+consumer+good+industry+sector+period%0D%0A2015.+The+sample+is+selected+using+Purposive+Sampling+Technique.+Based+on%0D%0Aresearch+by+using+multiple+linear+regression+with+dummy+variables+has+been+found%0D%0Aan+anomali+day+of+week+effect+in+Consumer+Good+Industry+Sector+period+2015%2C+on%0D%0AThursday+and+Friday.%0D%0AKey+Word+%3A+Efficiency+Market%2C+Day+of+The+Week+Effect%2C+Stock+Return.&rft.publisher=UNIVERSITAS+LAMPUNG&rft.date=2017-02-10&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F25597%2F1%2FABSTRAK%2520%2528ABSTRACT%2529.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F25597%2F19%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F25597%2F20%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++ANANDHA+SARTIKA+PUTRI%2C+1341011010++(2017)+PENGARUH+HARI+PERDAGANGAN+TERHADAP+RETURN+SAHAM+(PENGUJIAN+DAY+OF+THE+WEEK+EFFECT)+PADA+SEKTOR+INDUSTRI+BARANG+DAN+KONSUMSI+DI+BURSA+EFEK+INDONESIA+PERIODE+2015.++UNIVERSITAS+LAMPUNG%2C+FAKULTAS+EKONOMI+DAN+BISNIS.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F25597%2F