Calendar Effect at Indonesia Stock Exchange 1983-2012: January Effect and Sell-in-May-and-Go-Away Efffect

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Ahmadi, Muqsith (2013) Calendar Effect at Indonesia Stock Exchange 1983-2012: January Effect and Sell-in-May-and-Go-Away Efffect. Undergraduate thesis, Sekolah Tinggi Manajemen IPMI.

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Abstract

The purpose of this thesis is to analyze anomalies in the Index Harga Saham Gabungan (IHSG) for the period between 1983 and 2012. Special attention is put on January effect, and Sell-in-May-Effect. The analysis used monthly return and the daily closing price of IHSG between1983-2012. The methods include Descriptive Statistic, Means Plot, Homogenous test, Anova and multiple comparisons. The results are that January effect does not exist while the “sell-in may-and –go-away effect” exists in Index Harga Saham Gabungan (IHSG) for the periode of 1983-2012 Keywords: IHSG, January Effect, Sell-in-May-and-Go-Away effect

Item Type:	Thesis (Undergraduate)
Subjects:	H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance
Divisions:	Thesis > Bachelor of Business Administration
Depositing User:	Gandes Mranani
Date Deposited:	22 Jan 2020 03:27
Last Modified:	22 Nov 2021 04:07
URI:	http://repository.ipmi.ac.id/id/eprint/118

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