MARKET ANOMALIES: JANUARY EFFECT IN INDONESIA STOCK EXCHANGE AND KUALA LUMPUR STOCK EXCHANGE PERIOD 2015-2019

Simple item page
dc.contributor.authorAnshari, Muhammad Refa Yanuar
dc.contributor.authorPutri, Yasinta Exsa Kalvika Nurbroto
dc.contributor.authorLestari, Rosida Indah Oktaviani
dc.contributor.authorFitria, Regita Mega
dc.contributor.authorWidajatun, Vincentia Wahju
dc.date.accessioned2021-02-22T07:45:38Z
dc.date.available2021-02-22T07:45:38Z
dc.date.issued2020
dc.description.abstractThis research aims to find out how the phenomenon of the January effect in the Indonesia Stock Exchange and Kuala Lumpur Stock Exchange period 2015-2019. In addition to knowing if there is a difference in stock returns between January and other months in the Indonesia Stock Exchange and Kuala Lumpur Stock Exchange period 2015-2019, and to find out if there is a difference in stock returns to the Indonesia Stock Exchange and Kuala Lumpur Stock Exchange period 2015-2019. The research method used in this study is comparative. The population in this study is the entire index recorded in the period 2015-2019. The sample determination technique used in this study is non-probability sampling with purposive sampling method, so the sample in this study amounts to 2 indices namely Indonesia Stock Exchange and Kuala Lumpur Stock Exchange. The data analysis used in this study is an independent different test analysis of t-test samples and ANOVA different tests using SPSS Verse 25. The results showed there was no significant difference in the average return of shares between January and other months on the Indonesia Stock Exchange for the period 2015-2019. Then there was no significant difference in the average return of shares between January and other months on the Kuala Lumpur Stock Exchange for the period 2015-2019. And there is no significant difference between the average return of shares on the Indonesia Stock Exchange and the Kuala Lumpur Stock Exchange for the period 2015-2019.en_US
dc.identifier.issn0038-111X
dc.identifier.urihttp://repository.widyatama.ac.id/xmlui/handle/123456789/12760
dc.language.isoenen_US
dc.publisherSolid State Technology Volume: 63 Issue: 3en_US
dc.subjectStock Returnen_US
dc.subjectMarket Anomalyen_US
dc.subjectJanuary Effecten_US
dc.subjectJKSEen_US
dc.subjectKLSEen_US
dc.titleMARKET ANOMALIES: JANUARY EFFECT IN INDONESIA STOCK EXCHANGE AND KUALA LUMPUR STOCK EXCHANGE PERIOD 2015-2019en_US
dc.typeArticleen_US
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Vincentia Wahju Widajatun (P5) - Market Anomalies January Effect in Indonesia Stock Exchange and Kuala Lumpur Stock Exchange Period 2015-2019.pdf
Size:
1.05 MB
Format:
Adobe Portable Document Format
Description:
Download
License bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download
Collections
International Journal