eprintid: 22587
rev_number: 8
eprint_status: archive
userid: 3857
dir: disk0/00/02/25/87
datestamp: 2023-03-29 02:12:53
lastmod: 2023-03-29 02:12:53
status_changed: 2023-03-29 02:12:53
type: thesis
metadata_visibility: show
creators_name: Fauziah BM, Shifa
title: Analisis Anomali Pasar terhadap Return Mata Uang Kripto pada Pasar Cyptocurrency
ispublished: pub
subjects: HG
divisions: Manajemen
abstract: Penelitian ini bertujuan untuk menguji pengaruh hari dalam minggu (day of the week) dan bulan dalam tahun (month of the year) terhadap return mata uang kripto pada pasar cryptocurrency. Sampel yang digunakan dalam penelitian ini menggunakan data harian (harga penutupan) dari tiga mata uang kripto yang telah memenuhi kriteria selama periode Agustus 2019 sampai dengan Juli 2020 yang diakses melalui www.coinmarketcap.com. Metode analisis yang digunakan adalah metode analisis deskriptif dengan variabel dummy. Jenis penelitian ini adalah penelitian asosiatif dan data yang digunakan adalah data sekunder yang sudah diolah dan dipublikasikan. Data diolah secara statistik dengan program Eviews 10, yaitu model uji t. Variabel dependen dari persamaan regresi yang digunakan untuk menguji setiap hipotesis penelitian ini adalah return saham harian. Hasil penelitian menunjukkan bahwa The Day of The Week Effect berpengaruh terhadap Return Cryptocurrency, kecuali pada hari jumat, tidak tedapat efek hari dalam minggu. The Month of The Year Effect dan berpengaruh terhadap Return Cryptocurrency, namun pada bulan Juni, Juli, Agustus, Oktober, dan November tidak tedapat The Month of The Year Effect.
date: 2021
date_type: completed
full_text_status: public
pages: 29
institution: Universitas Muhammadiyah Prof. DR. HAMKA
department: FEB
thesis_type: bachelor
thesis_name: bphil
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citation:   Fauziah BM, Shifa  (2021) Analisis Anomali Pasar terhadap Return Mata Uang Kripto pada Pasar Cyptocurrency.  Bachelor thesis, Universitas Muhammadiyah Prof. DR. HAMKA.   
document_url: http://repository.uhamka.ac.id/id/eprint/22587/1/S02M-21101%20Shifa%20Fauziah%20BM.pdf