PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM
The Purpose of this research was to know the empirical impact of days of the weekeffect to daily stock return. It used data of LQ-45 manufacturing companies listed during 2006in Indonesian Stock Exchange and was analyzed using multiple regression through originwithout intercept and dummy variables....
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doaj-ebd28acf78ee4ee4a5d1295c8451b13b2020-11-24T21:29:57ZengUniversitas Merdeka MalangJurnal Keuangan dan Perbankan1410-80892443-26872017-03-01131114630PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAMSri Dwi Ari Ambarwati0Jurusan Manajemen Fakultas Ekonomi UPN “Veteran” Yogyakarta Jl. SWK 104 (Lingkar Utara) Condong Catur, Sleman, Yogyakarta - 55283The Purpose of this research was to know the empirical impact of days of the weekeffect to daily stock return. It used data of LQ-45 manufacturing companies listed during 2006in Indonesian Stock Exchange and was analyzed using multiple regression through originwithout intercept and dummy variables. The findings were: 1) there was impact in days of theweek effect phenomenon with stock price, it meant the lowest return was on Monday and thehighest return was on Friday; 2) there was no significantly positive impact between week-foureffect with stock price. It meant liquidity could not influence trading activity; 3) there was nosignificantly positive impact between Friday effect and stock price and 4) there was nosignificantly positive impact between Earnings Management effect and stock price. It meantEarnings Management in April could not influence daily stock return.http://jurnal.unmer.ac.id/index.php/jkdp/article/view/913week-four effect, Monday effect, Friday effect, earnings management effect |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Sri Dwi Ari Ambarwati |
spellingShingle |
Sri Dwi Ari Ambarwati PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM Jurnal Keuangan dan Perbankan week-four effect, Monday effect, Friday effect, earnings management effect |
author_facet |
Sri Dwi Ari Ambarwati |
author_sort |
Sri Dwi Ari Ambarwati |
title |
PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM |
title_short |
PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM |
title_full |
PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM |
title_fullStr |
PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM |
title_full_unstemmed |
PENGUJIAN WEEK-FOUR, MONDAY, FRIDAY DAN EARNINGS MANAGEMENT EFFECT TERHADAP RETURN SAHAM |
title_sort |
pengujian week-four, monday, friday dan earnings management effect terhadap return saham |
publisher |
Universitas Merdeka Malang |
series |
Jurnal Keuangan dan Perbankan |
issn |
1410-8089 2443-2687 |
publishDate |
2017-03-01 |
description |
The Purpose of this research was to know the empirical impact of days of the weekeffect to daily stock return. It used data of LQ-45 manufacturing companies listed during 2006in Indonesian Stock Exchange and was analyzed using multiple regression through originwithout intercept and dummy variables. The findings were: 1) there was impact in days of theweek effect phenomenon with stock price, it meant the lowest return was on Monday and thehighest return was on Friday; 2) there was no significantly positive impact between week-foureffect with stock price. It meant liquidity could not influence trading activity; 3) there was nosignificantly positive impact between Friday effect and stock price and 4) there was nosignificantly positive impact between Earnings Management effect and stock price. It meantEarnings Management in April could not influence daily stock return. |
topic |
week-four effect, Monday effect, Friday effect, earnings management effect |
url |
http://jurnal.unmer.ac.id/index.php/jkdp/article/view/913 |
work_keys_str_mv |
AT sridwiariambarwati pengujianweekfourmondayfridaydanearningsmanagementeffectterhadapreturnsaham |
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1725964845896957952 |