?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENGUJIAN+HOLIDAY+EFFECT+TERHADAP+RETURN+SAHAM+PADA+PERUSAHAAN+SUB+SEKTOR+HOTEL%2C+RESTORAN++DAN+PARIWISATA++YANG+TERDAFTAR++DI+BEI+PERIODE+2013-2016+%0D%0A&rft.creator=DWI+MONALISA%2C+1311011047&rft.subject=HD61+Risk+Management&rft.description=Penelitian+ini+bertujuan+untuk+mengetahui+pengaruh+hari+libur+terhadap+return+saham+pada+saat+pre+holiday+dan+pada+saat++post+holiday.+Penelitian+ini++menggunakan+volume+perdagangan+sebagai+variabel+kontrol.+Observasi+ini+menggunakan+12+perusahaan+sub+sektor+restoran%2C+hotel%2C+dan+pariwisata+yang+terdaftar+di+BEI%2C+dengan+jumlah+47+hari+libur+selama+periode+penelitian+2013-2016.++Jenis+penelitian+yang+digunakan+adalah+Pendekatan+kuantitatif+kausal.++Alat+analisis+yang+digunakan+pada+penelitian+yaitu+analisis+regresi+linier+berganda+dengan+variabel+dummy.+Hasil+menyimpulkan+bahwa+pengaruh+hari+libur+terhadap+return+saham+lebih+besar+pada+saat+post+Holiday+dibandingkan+pada+saat+pre+holiday.+Hasil+ini+tidak+mendukung+hipotesis+penelitian+karena+pada+saat+setelah+hari+libur+para+investor+di+Indonesia+menjual+sahamnya+karena+takut+terhadap+penyebaran+informasi+yang+kurang+merata+dan+menyebabkan+ketidakpastian+pasar.+Hal+ini+bertolak+belakang+dengan+yang+terjadi+di+Amerika%2C+Australia%2C+Hongkong%2C+US%2C+dan+UK%2C+yang+menjelang+masuk+liburan+melakukan+pembelian+saham.+%0D%0A%0D%0AKata+kunci+%3A+Teori+Pasar+Efisien%2C+Anomali+Pasar%2C+Holiday+Effect%2C+Return+Saham%0D%0A%0D%0A%0D%0AABSTRACT%0D%0A%0D%0A%0D%0AThis+study+aims+to+determine+the+effect+of+holiday+on+stock+return+during+pre-holiday+and+at+post-holiday.+This+study+uses+trade+volume+as+a+control+variable.+This+observation+uses+12+restaurants%2C+hotels+and+tourism+sub-sector+listed+on+BEI%2C+with+47+holiday+days+during+the+study+period+2013-2016.+The+type+of+research+used+is+a+causal+quantitative+approach.+Analyzer+used+in+this+research+is+multiple+linier+regression+analysis+with+dummy+variable.+The+result+concludes+that+holiday+effect+on+stock+return+is+greater+at+Holiday+post+compared+to+pre+holiday+time.+These+results+do+not+support+the+research+hypothesis+because+at+the+time+after+the+holiday+investors+in+Indonesia+sell+their+shares+for+fear+of+uneven+distribution+of+information+and+cause+market+uncertainty.+This+is+in+contrast+to+what+happened+in+America%2C+Australia%2C+Hongkong%2C+US%2C+and+UK%2C+which+was+ahead+of+holiday+to+buy+shares.%0D%0AKeywords%3A+Efficient+Market+Theory%2C+Market+Anomalies%2C+Holiday+Effect%2C+Stock+Return%0D%0A&rft.publisher=FAKULTAS+EKONOMI+DAN+BISNIS&rft.date=2017-05-03&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F26838%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F26838%2F9%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F26838%2F10%2FSKRIPSI%2520FULL.pdf&rft.identifier=++DWI+MONALISA%2C+1311011047++(2017)+PENGUJIAN+HOLIDAY+EFFECT+TERHADAP+RETURN+SAHAM+PADA+PERUSAHAAN+SUB+SEKTOR+HOTEL%2C+RESTORAN+DAN+PARIWISATA+YANG+TERDAFTAR+DI+BEI+PERIODE+2013-2016.++FAKULTAS+EKONOMI+DAN+BISNIS%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F26838%2F