Analisis January Effect pada Saham Perusahaan LQ-45 di Bursa Efek Indonesia

Authors

  • Dwi Cahyaningdyah Universitas Negeri Semarang
  • Dhany Kurniawan Putra Universitas Negeri Semarang

DOI:

https://doi.org/10.30588/jmp.v2i2.276

Keywords:

January effect, stock return

Abstract

The purpose of this research is to examine about the existence of a January Effect in the Indonesia stock exchange. Research samples used purposive sampling. Sample consists 30 companies based on sampling criteria. Analysis of data used one sample kolmogorov-smirnov to test data normality and to test hypotheses using one sample t-test. The result shows January Effect didn’t exist in Indonesia stock exchange in the period 2011- 2012. This can be seen that although the value of average return in January showed significant but the average return was not the highest, the highest average return was occurred on June.

Author Biography

Dwi Cahyaningdyah, Universitas Negeri Semarang

Departemen Ilmu Manajemen

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Published

2013-06-30

How to Cite

Cahyaningdyah, D., & Putra, D. K. (2013). Analisis January Effect pada Saham Perusahaan LQ-45 di Bursa Efek Indonesia. Jurnal Maksipreneur: Manajemen, Koperasi, Dan Entrepreneurship, 2(2), 65–79. https://doi.org/10.30588/jmp.v2i2.276

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