Market Anomaly Testing: Phenomena of Day of the Week Effect and Month of the Year Effect on IDX80 in Indonesia Stock Exchange
نویسندگان
چکیده
This study aims at determining occurrence of day the week effect, Monday weekend month year and January effect on IDX80 stock trading in Indonesia Stock Exchange. is an empirical time (daily monthly) returns using comparative method. The population companies incorporated index Applying purposive sampling method, sample was 70 consistently listed were actively trading. data covering daily monthly for period 1 February 2019 - 31 2020 analyzed Kruskal Wallis Mann Whitney U Test/Wilcoxon Sum Rank Test. results show that during period, market anomalies occurred Indonesian Capital Market effect. While haven’t been proven to occur
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ژورنال
عنوان ژورنال: Journal of Management and Business Environment
سال: 2022
ISSN: ['2685-5992']
DOI: https://doi.org/10.24167/jmbe.v4i1.4664