ANALISIS WEEKEND EFFECT TERHADAP RETURN SAHAM DUAL LISTING YANG TERDAFTAR DI BURSA EFEK INDONESIA DAN NEW YORK STOCK EXCHANGE

Irena, Angela (2013) ANALISIS WEEKEND EFFECT TERHADAP RETURN SAHAM DUAL LISTING YANG TERDAFTAR DI BURSA EFEK INDONESIA DAN NEW YORK STOCK EXCHANGE. Skripsi thesis, Universitas Tarumanagara.

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Abstract

This research examines the Weekend Effect Phenomenon on dual listing stock like PT. Indosat Tbk, which is listed in both Bursa Efek Indonesia and New York Stock Exchange. The population in this study are the entire stock prices of PT. Indosat Tbk. Purposive sampling method is used in this research. The method of data collection conducted by observation. The techniques of data analysis using descriptive statistics. The results of the hypothesis test showed that there is no weekend effect in Bursa Efek Indonesia and New York Stock Exchange whereby Monday’s return is the lowest return or negative relative to the previous Friday’s returns.

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: FE Perpus
Date Deposited: 07 May 2021 03:01
Last Modified: 07 May 2021 03:01
URI: http://repository.untar.ac.id/id/eprint/28440

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