Skripsi

ANALISIS FENOMENA ANOMALI PASAR DI BURSA EFEK ASEAN

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Penilaian

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One of the efficient market concepts is weak form efficient market, where the investors cannot use the past information to predict today’s value. Meanwhile, the efficient market anomaly is contrary with the efficient market concepts. The purpose of this research is to find out whether the phenomenon of the Monday Effect, Weekend Effect and Month of The Year Effect occurred on the Stock Exchanges of countries in ASEAN, such as Singapore, Indonesia, Malaysia, Thailand and Philippines. The population in this research is daily and monthly closing price data from STI, IHSG, KLCI, SET and PSEi during 2015-2020. The sampling techniques are used saturated sampling for Monday Effect and Month of The Year Effect, while purposive sampling for Weekend Effect. The analytical methods used are simple linear regression and multiple linear regression. The results of this study showed that only Philippines did not experience the Monday Effect, only Indonesia experienced the Weekend Effect, and all the countries studied experienced the Month of The Year Effect. Based on the research results, the author suggests that different analysis techniques can be used for further research, and investors can consider the trading day and month before making investment decisions.

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Availability

Inventory Code	Barcode	Call Number	Location	Status
2107001350	T51412	T514122021	Central Library (REFERENCES)	Available but not for loan - Not for Loan

Detail Information

Series Title

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Call Number

T514122021

Publisher

Inderalaya : Prodi Manajemen, Fakultas Ekonomi Universitas Sriwijaya., 2021

Collation

xviii, 103 hlm.; tab.; 28 cm.

Language

Indonesia

ISBN/ISSN

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Classification

332.607

Content Type

Text

Media Type

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Carrier Type

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Edition

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Subject(s)

Ekonomi Manajemen.
Pasar Bursa

Specific Detail Info

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Statement of Responsibility

MI

Other version/related

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