The Day Of The Week Effect, Week Four Effect, Dan Rogalsky Effect Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia (Bei) Tahun 2016 – 2019
Abstract
Penelitian ini dilakukan dengan tujuan untuk mengetahui dan menganalisis
apakah terjadi perbedaan return saham pada perusahaan manufaktur yang terdaftar
Di Bursa Efek Indonesia (BEI). Maka berdasarkan hasil penelitian Bahwa tidak
terjadi perbedaan return saham pada perusahaan manufaktur yang terdaftar di
Bursa Efek Indonesia (BEI) periode 2016-2019 berdasarkan the day of the week
effect. Hasil pengujian kruskal wallis mrnunjukan Bahwa terjadi perbedaan return
saham pada perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia (BEI)
periode 2016-2019 berdasarkan week four effect. Hasil pengujian menunjukan
Bahwa tidak terjadi perbedaan return saham pada perusahaan manufaktur yang
terdaftar di Bursa Efek Indonesia (BEI) periode 2016-2019 berdasarkan Rogalsky
Effect
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