ANALISIS DAY OF THE WEEK EFFECT DAN ROGALSKI EFFECT PADA PERUSAHAAN LQ45 TAHUN 2015
This study examines whether or not market anomalies, such as day-of-the-week effectand Rogalski effect, characterize the Indonesia Stock Exchange (IDX), which could be interpreted as the evidence that against market efficiency. This study uses daily series return of stocks listed in LQ45 index from...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas Udayana
2017-09-01
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| Series: | E-Jurnal Akuntansi |
| Subjects: | |
| Online Access: | https://ojs.unud.ac.id/index.php/Akuntansi/article/view/29526 |