?url_ver=Z39.88-2004&rft_id=1411011114&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENGUJIAN+ANOMALI+PASAR+DAY+OF+THE+WEEK+EFFECT+DAN%0D%0AJANUARY+EFFECT+DI+PASAR+MODAL+INDONESIA+STUDI+PADA%0D%0ASAHAM+LQ-45+PERIODE+2016&rft.creator=RIZKA+ALMIRA+%2C+1411011114&rft.subject=HD28+Management.+Industrial+Management&rft.description=Terdapat+beberapa+kejanggalan+atau+anomali+yang+ditemukan+menurut+riset%0D%0Amengenai+pasar+modal+yang+efisien.+Para+investor+menginginkan+abnormal+return%0D%0Adari+setiap+investasinya+dengan+menggunakan+strategi+perdagangan%2C+salah+satunya%0D%0Amemanfaatkan+adanya+anomali+yang+sering+terjadi+di+pasar.+Beberapa+bentuk%0D%0Aanomali+yang+cukup+sering+mengganggu+efektifitas+pasar+modal+di+antaranya%0D%0Aadalah+Anomali+kalender+yang+termasuk+dalam+anomali+musiman%2C+yaitu+Day+of%0D%0Athe+week+effect+dan+January+effect.+Tujuan+penelitian+ini+adalah+untuk+mengetahui%0D%0Apengaruh+hari+perdagangan+dan+bulan+perdagangan+memiliki+pengaruh+pada%0D%0Areturn+saham+LQ-45+di+Bursa+Efek+Indonesia+selama+periode+2016.+Sampel+dipilih%0D%0Adengan+menggunakan+Metode+Slovin.+Berdasarkan+hasil+pengujian+menggunakan%0D%0Aregresi+linier+berganda+dan+regresi+linier+sederhana+dengan+variabel+dummy%0D%0Aditemukan+bahwa+terdapat+anomali+day+of+the+week+effect+pada+hari+Senin%2C+Selasa%2C%0D%0Adan+Rabu.+Sedangkan+January+Effect+hasil+analisis+data+menunjukkan+bahwa%0D%0Atidak+terdapat+perbedaan+return+saham+pada+bulan+Januari+dengan+bulan+selain%0D%0AJanuari%2C+sehingga+dapat+disimpulkan+bahwa+di+pasar+modal+Indonesia+tidak+terjadi%0D%0AJanuary+effect.%0D%0AKata+Kunci%3A+Pasar+Efisien%2C+Day+of+The+Week+Effect%2C+January+Effect%2C+dan+Return%0D%0ASaham.%0D%0A%0D%0AABSTRACT%0D%0A%0D%0AThere+are+some+irregularities+or+anomalies+are+found%2C+according+to+research+on%0D%0Aefficient+capital+market.+The+investors+want+the+abnormal+return+of+each%0D%0Ainvestment+using+trading+strategies%2C+one+of+which+take+advantage+of+any+anomalies%0D%0Athat+often+occur+in+the+market.+Some+anomalies+are+quite+often+interfere+with+the%0D%0Aeffectiveness+of+the+capital+market+of+which+is+included+in+the+calendar+anomaly%0D%0Aseasonal+anomalies%2C+the+Day+of+the+week+effects+and+January+effect.+The+purpose%0D%0Aof+this+study+was+to+determine+whether+each+trading+day+and+month+trade+has+an%0D%0Ainfluence+on+stock+returns+LQ-45+in+Indonesia+Stock+Exchange+during+the+period%0D%0Aof+2016.+The+sample+was+selected+using+Slovin+method.+Based+on+test+results+using%0D%0Amultiple+linear+regression+and+simple+linear+regression+with+dummy+variable+was%0D%0Afound+that+there+were+anomalies+day+of+the+week+effect+on+Monday%2C+Tuesday%2C+and%0D%0AWednesday.+While+the+January+effect+the+results+of+data+analysis+showed+that%0D%0Athere+were+no+differences+of+stock+return+in+January+with+a+month+other+than%0D%0AJanuary%2C+so+it+can+be+concluded+that+in+the+Indonesian+capital+market+does+not+take%0D%0Aplace+January+effect.%0D%0AKata+Kunci%3A+Efficiency+Market%2C+Day+of+The+Week+Effect%2C+January+Effect%2C+and%0D%0AStock+Return.&rft.publisher=FAKULTAS+EKONOMI+DAN+BISNIS&rft.date=2018-04-18&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F31272%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F31272%2F2%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F31272%2F3%2FSKRIPSI%2520FULL.pdf&rft.identifier=++RIZKA+ALMIRA+%2C+1411011114++(2018)+PENGUJIAN+ANOMALI+PASAR+DAY+OF+THE+WEEK+EFFECT+DAN+JANUARY+EFFECT+DI+PASAR+MODAL+INDONESIA+STUDI+PADA+SAHAM+LQ-45+PERIODE+2016.++FAKULTAS+EKONOMI+DAN+BISNIS%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F31272%2F