eprintid: 16326
rev_number: 9
eprint_status: archive
userid: 3857
dir: disk0/00/01/63/26
datestamp: 2022-08-05 03:52:18
lastmod: 2023-10-10 02:29:26
status_changed: 2022-08-05 03:52:18
type: thesis
metadata_visibility: show
creators_name: Purwaningsih, Rizka Utami
title: Analisis Anomali Pasar terhadap Return Saham pada Perusahaan LQ45 di Indonesia
ispublished: unpub
subjects: HN
divisions: Manajemen
abstract: Penelitian ini bertujuan untuk menguji pengaruh anomali pasar terhadap pengembalian saham pada perusahaan LQ45 di Indonesia. Dengan menggunakan metode deskriptif dan komparatif dengan pendekatan kuantitatif, yaitu untuk menjelaskan anomali pasar pengembalian saham pada perusahaan LQ45 di Indonesia. Teknik pengolahan dan analisis data meliputi metode analisis kuantitatif dalam bentuk analisis regresi linier berganda tanpa intercept (multiple regression through origin). Variabel yang digunakan dalam penelitian ini adalah variabel dummy. Untuk dapat menguji kebenaran hipotesis yang diajukan dan untuk mencapai tujuan penelitian ini digunakan uji t. Variabel dependen dari persamaan regresi yang digunakan untuk menguji setiap hipotesis penelitian ini adalah return saham harian. Hasil penelitian menunjukkan bahwa Variabel The Day of The Week Effect memiliki efek pada pengembalian saham. Variabel Week Four Effect menunjukkan bahwa pengembalian terendah (negatif) pada hari Senin di LQ45 tidak terkonsentrasi pada hari Senin dua minggu terakhir setiap bulan. Variabel Monday Effect menunjukkan bahwa bukan hanya pengembalian Jumat negatif yang mendorong pengembalian Senin negatif. Variabel Rogalsky Effect menunjukkan tidak ada Rogalsky Effect pada bulan April.
date: 2020
date_type: completed
full_text_status: public
pages: 32
institution: Universitas Muhammadiyah Prof. DR. HAMKA
department: FEB
thesis_type: bachelor
thesis_name: bphil
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citation:   Purwaningsih, Rizka Utami  (2020) Analisis Anomali Pasar terhadap Return Saham pada Perusahaan LQ45 di Indonesia.  Bachelor thesis, Universitas Muhammadiyah Prof. DR. HAMKA.   
document_url: http://repository.uhamka.ac.id/id/eprint/16326/1/FEB_MNJ_1602025066_Rizka%20Utami%20Purwaningsih.pdf