<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016"^^ . "Terdapat beberapa kejanggalan atau anomali yang ditemukan menurut riset\r\nmengenai pasar modal yang efisien. Para investor menginginkan abnormal return\r\ndari setiap investasinya dengan menggunakan strategi perdagangan, salah satunya\r\nmemanfaatkan adanya anomali yang sering terjadi di pasar. Beberapa bentuk\r\nanomali yang cukup sering mengganggu efektifitas pasar modal di antaranya\r\nadalah Anomali kalender yang termasuk dalam anomali musiman, yaitu Day of\r\nthe week effect dan January effect. Tujuan penelitian ini adalah untuk mengetahui\r\npengaruh hari perdagangan dan bulan perdagangan memiliki pengaruh pada\r\nreturn saham LQ-45 di Bursa Efek Indonesia selama periode 2016. Sampel dipilih\r\ndengan menggunakan Metode Slovin. Berdasarkan hasil pengujian menggunakan\r\nregresi linier berganda dan regresi linier sederhana dengan variabel dummy\r\nditemukan bahwa terdapat anomali day of the week effect pada hari Senin, Selasa,\r\ndan Rabu. Sedangkan January Effect hasil analisis data menunjukkan bahwa\r\ntidak terdapat perbedaan return saham pada bulan Januari dengan bulan selain\r\nJanuari, sehingga dapat disimpulkan bahwa di pasar modal Indonesia tidak terjadi\r\nJanuary effect.\r\nKata Kunci: Pasar Efisien, Day of The Week Effect, January Effect, dan Return\r\nSaham.\r\n\r\nABSTRACT\r\n\r\nThere are some irregularities or anomalies are found, according to research on\r\nefficient capital market. The investors want the abnormal return of each\r\ninvestment using trading strategies, one of which take advantage of any anomalies\r\nthat often occur in the market. Some anomalies are quite often interfere with the\r\neffectiveness of the capital market of which is included in the calendar anomaly\r\nseasonal anomalies, the Day of the week effects and January effect. The purpose\r\nof this study was to determine whether each trading day and month trade has an\r\ninfluence on stock returns LQ-45 in Indonesia Stock Exchange during the period\r\nof 2016. The sample was selected using Slovin method. Based on test results using\r\nmultiple linear regression and simple linear regression with dummy variable was\r\nfound that there were anomalies day of the week effect on Monday, Tuesday, and\r\nWednesday. While the January effect the results of data analysis showed that\r\nthere were no differences of stock return in January with a month other than\r\nJanuary, so it can be concluded that in the Indonesian capital market does not take\r\nplace January effect.\r\nKata Kunci: Efficiency Market, Day of The Week Effect, January Effect, and\r\nStock Return."^^ . "2018-04-18" . . . . . "FAKULTAS EKONOMI DAN BISNIS"^^ . . . . . . . "1411011114"^^ . "RIZKA ALMIRA "^^ . "1411011114 RIZKA ALMIRA "^^ . . . . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (File PDF)"^^ . . . "ABSTRAK.pdf"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN.pdf"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (File PDF)"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "small.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "small.jpg"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN\r\nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA\r\nSAHAM LQ-45 PERIODE 2016 (Other)"^^ . . . . . "HTML Summary of #31272 \n\nPENGUJIAN ANOMALI PASAR DAY OF THE WEEK EFFECT DAN \nJANUARY EFFECT DI PASAR MODAL INDONESIA STUDI PADA \nSAHAM LQ-45 PERIODE 2016\n\n" . "text/html" . . . "HD28 Management. Industrial Management"@en . .