https://binasriwijaya.ac.id/files/sdana/ http://earsip.unitomo.ac.id/assets/sgacor/ https://crg.spa.msu.ru/wp-content/sdana/ https://absensi.bombanakab.go.id/public/upload/ https://stieykp.ac.id/uploads/sdemo/ http://inventaris.ummy.ac.id/uploads/sdana/ https://www.basingga.banggaikab.go.id/public/js/ https://www.basingga.banggaikab.go.id/public/assets/css/ Project’s Detail – IQAS POLTEKBA

Project’s Detail

DESKRIPSI TUGAS AKHIR :
PENGARUH THE DAY OF THE WEEK EFFECT DAN WEEK FOUR EFFECT TERHADAP RETURN SAHAM PERUSAHAAN PERBANKAN DI BURSA EFEK INDONESIA PERIODE 2018-2020 (Studi Kasus Perusahaan Perbankan Yang Terdaftar Pada Indeks Saham LQ-45)
Abstrak (Abstracts)
This study aims to determine the effect of The Day Of The Week Effect and Week Four Effect on the Stock Return of banking companies on the Indonesia Stock Exchange for the 2018-2020 period. This type of research is a descriptive quantitative approach with 5 banks as subjects in this study. Data obtained through multiple linear regression analysis technique with dummy variables, with data obtained from www.idx.co.id and yahoo finance. The results showed that The Day Of The Week Effect (trading day) had a significant negative effect on stock returns. Then the Week Four Effect (trading week) has a significant negative effect on stock returns. On the trading day, Mondays results have a negative return as well as Wednesday and Thursday, while Friday has a positive return. While the week four effects all have negative returns, but the highest and most influential occurred on the 5th week. Penelitian ini bertujuan untuk mengetahui pengaruh The Day Of The Week Effect dan Week Four Effect tehadap Return Saham perusahaan perbankan di Bursa Efek Indonesia periode 2018-2020. Jenis penelitian ini adalah penelitian deskriptif pendekatan kuantitatif dengan 5 bank sebagai subjek dalam penelitian ini. Data diperoleh melalui teknik analisis regresi linier berganda dengan variabel dummy, dengan data yang diperoleh dari www.idx.co.id dan yahoo finance. Hasil penelitian menunjukkan bahwa The Day Of The Week Effect (Hari perdagangan) berpengaruh negatif signifikan terhadap return saham. Kemudian Week Four Effect (Minggu perdagangan) berpengaruh negatif signifikan terhadap return saham. Pada hari perdagangan diperoleh hasil hari Senin memiliki return negatif begitu pula dengan hari Rabu dan Kamis , sedangkan Jumat memiliki return positif. Sedangkan week four effect seluruhnya memiliki return negatif, tetapi paling tinggi dan berpengaruh terjadi pada Minggu ke5.

Keyword : The day of the week effect, week four effect, dan return saham

Nilai Properti
: YUDHA ADHA MURLITA, : 962018002, : Politeknik Negeri Balikpapan, : KEUANGAN DAN PERBANKAN, : 2021, : Indonesia, : Tugas Akhir, : Prepustakaan Poltekba,

 

Download Full Text
Pembimbing
Ramli, S.E., M.M.

E-mail :ramli@poltekba.ac.id

www.poltekba.ac.id
Hendra Sanjaya Kusno, S.E., M.SA.

E-mail :

www.poltekba.ac.id