%0 Generic %A INIKE APRILIA L, 1510011009 %C UNIVERSITAS LAMPUNG %D 2019 %F eprints:55180 %I FAKULTAS EKONOMI DAN BISNIS %T IMPACT OF MUSLIM HOLY DAYS ON ASEAN STOCK MARKETS (A Comparative Study on Stock Market in 7 countries in ASEAN Year 2015-2018) %U http://digilib.unila.ac.id/55180/ %X This research aims to determine impact of muslim holy day especially Eid Al Fitr towards ASEAN stock market and also every countries as the members from 2015 untill 2018. The sample take from the ASEAN members that own at least one stock market and the result from 11 countries as ASEAN members there are 7 countries that suit the sample criteria. This research use return as the data and it taken from every country’s main index from each stock market. Data analysis in this reseacrh use paired Sample T test with SPSS 23. Based on the research it showed that there is no impact of muslim holy day towards ASEAN Stock markets, from Indonesia, Thailand, Singapore, Malaysia, Vietnam, Philipphine, and Laos stock market there also no impact of muslim holy days. Keywords: Muslim Holy day, Eid Al Fitr, Return, Abnormal Return, index.