artikel : Abnormal Returns Before and After the January Effect
EDY JUMADY - Personal Name (Pengarang)YANA FAJRIAH - Personal Name (Pengarang)SYAMSUL ALAM - Personal Name (Pengarang)
Manuscript
English
2021
Makassar : STIEM Bongaya Makassar
Abstract
This research aims to see if there is a difference in LQ45 share abnormal returns before and after the January effect. The non-probability sampling method was used in this study, and data from 45 companies were obtained using this method. In this study, secondary data from financial reports obtained from yahoo.finance.com was used as the source of data. The Event Study technique was used in this study, with the Event Window consisting of seven days before and seven days after the January Effect event. The research data was put to the test using a normality test and a paired sample test to test the hypothesis. The results revealed that the Abnormal Return on LQ45 companies listed on the Indonesia Stock Exchange did not differ significantly before and after the January Effect. One of the references used by the entity's stakeholders in making decisions is managerial interest in window dressing.
Keywords: Abnormal Return; January Effect; Dividend
Detail Information
Bagian
Informasi
Pernyataan Tanggungjawab
Pengarang
EDY JUMADY - Personal Name (Pengarang)YANA FAJRIAH - Personal Name (Pengarang)SYAMSUL ALAM - Personal Name (Pengarang)
Edisi
Publish
No. Panggil
Subyek
Klasifikasi
Judul Seri
GMD
Manuscript
Bahasa
English
Penerbit
STIEM Bongaya Makassar
Tahun Terbit
2021
Tempat Terbit
Makassar
Deskripsi Fisik
Info Detil Spesifik
Citation
APA Style
EDY JUMADY . (2021).
artikel : Abnormal Returns Before and After the January Effect (Publish).Makassar:STIEM Bongaya Makassar
Chicago Style
EDY JUMADY .
artikel : Abnormal Returns Before and After the January Effect (Publish).Makassar:STIEM Bongaya Makassar,2021.Manuscript
MLA Style
EDY JUMADY .
artikel : Abnormal Returns Before and After the January Effect (Publish).Makassar:STIEM Bongaya Makassar,2021.Manuscript
Turabian Style
EDY JUMADY .
artikel : Abnormal Returns Before and After the January Effect (Publish).Makassar:STIEM Bongaya Makassar,2021.Manuscript