"PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM DI BURSA EFEK JAKARTA"
Algifari (Adv : Dr. Eduardus Tandelilin, MBA.), Dr. Eduardus Tandelilin, MBA.
Tujuan penelitian ini adalah (1) menguji pengaruh hari perdagangan terhadap return saham, (2) menentukan apakah terdapat perbedaan return saham harian, dan (3) menguji abnormal return harian beberapa saham Indonesia.
Hasil penelitian menunjukkan bahwa terdapat pengaruh hari perdagangan terhadap return saham. Hasil penelitian ini juga menunjukkan bahwa terdapat perbedaan return saham harian.
Akhirnya, hasil penelitian ini menunjukkan bahwa perdagangan hari Selasa dan Rabu memiliki abnormal return.
The objectives of this study are: (1) to test the effect of trading days on stock return, (2) to determine whether there is any differences of daily stock returns, and (3) to test daily abnormal return of some Indonesians common stocks.
The result indicate that there is an effect of trading days on stock return. The study also shows that there is the difference in daily stock returns. Finally, the result of the study indicates that Tuesday and Wednesday have an abnormal return
Kata Kunci : pengaruh hari perdagangan, return saham harian, Saham biasa, abnormal return, effect of trading days, daily stock return, Indonesians common stock, abnormal return
