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STUDI TENTANG PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM PADA BEJ
2006
Jurnal Akuntansi dan Keuangan
The purpose of this research is to examine the day of the week effect on the stock return and Monday Effect Test in the Jakarta Stock Exchange. The sample is selected using Purposive Sampling Technique. The sample consist are thirty eight active stock in the LQ-45 Index during January trough December 2005. The statistic methods which are used to test hypotheses are ANOVA, One Sample t-test and independent sample t-test. The results show that there is a day of the week effect in the JSX.
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