Analisis Perbedaan Return Saham Sebelum dan Sesudah Hari Libur Akhir Tahun

Jurnal Ilmiah Akuntansi dan Keuangan

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Field Value
 
Title Analisis Perbedaan Return Saham Sebelum dan Sesudah Hari Libur Akhir Tahun
 
Creator Firdaus, Revo Gilang
Helty, Reza Sabto
 
Description Stock returns experience movements based on fluctuating stock prices. This research aims to identify whether there is a disparity in stock returns before the year-end holidays and after the end of the year on the Indonesia Stock Exchange. This research method is carried out by collecting data on stock prices before the end of the year and stock prices after the end of the year from December 2016 to January 2021 by taking daily data (closing prices). The method of analysis used was SPSS software with descriptive statistics, normality test using Kolmogorov-Smirnov, and t test by using Paired Sample t-test. The outcome exhibit that the data were normally dispersed with the value of Asymp. Sig. 2-tailed of 0.200. In addition, the results of the hypothesis test with the t test resulted in a significance value of 0.636. This research indicates that there is no significant contrast in stock returns before & after the year-end holidays.
 
Publisher P4M STIE Putra Bangsa
 
Date 2021-08-27
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://journal.stieputrabangsa.ac.id/index.php/jiak/article/view/813
10.32639/jiak.v10i2.813
 
Source Jurnal Ilmiah Akuntansi dan Keuangan; Vol 10 No 2 (2021): JIAK (On Process); 133-140
JIAK : Jurnal Ilmiah Akuntansi dan Keuangan; Vol 10 No 2 (2021): JIAK (On Process); 133-140
2580-510X
2548-9453
10.32639/jiak.v10i2
 
Language eng
 
Relation http://journal.stieputrabangsa.ac.id/index.php/jiak/article/view/813/474
 
Rights Copyright (c) 2021 Jurnal Ilmiah Akuntansi dan Keuangan
 

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