Analisis Calendar Anomalied di IHSG dalam Perioda Sebelum dan Selama Krisis Global (Januari 2004-Desember 2011)

• المؤلفون الرئيسيون: , Risyanto Krisna Suryaputra, , I Wayan Nuka Lantara, S.E., M.Si., Ph.D.
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2013
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/119175/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59170

This study aims to analyze the phenomenon of calendar anomalies consisting of the January effect, weekend effect and the turn-of-the-month effect occurs in the IHSG in Indonesia Stock Exchange before and during the global crisis. This study utilize using a t-test (one-sample t-test) and multiple reg...