ANALISIS MONDAY EFFECT DAN WEEKEND EFFECT  PADA PERUSAHAAN JAKARTA ISLAMIC INDEKS (JII)  YANG TERDAFTAR DI BEI

Ulma Kusherawati; Fauziyah

doi:10.36456/jsbr.v4i2.7335

Authors

Ulma Kusherawati UNIVERSITAS PGRI ADI BUANA SURABAYA
Fauziyah UNIVERSITAS PGRI ADI BUANA SURABAYA

DOI:

https://doi.org/10.36456/jsbr.v4i2.7335

Keywords:

Monday effect, Weekend effect, renturn saham

Abstract

Penelitian ini dimaksudkan untuk menganalisis timbulnya fenomena Monday effect dan Weekend effect terhadap return saham perusahaan di Jakarta Islamic Index (JII). Variabel bebas yang dibandingkan yaitu rata -rata renturn hari senin dan hari Jum’at. Data sekunder kedua variabel bebas tersebut berasal dari kumpulan histori penutupan harga saham harian 30 sampel perusahaan yang tercantum dalam indeks JII selama periode Desember 2020 - Mei 2021. Pengumpulan sampel menggunakan sampel jenuh dan pengolahan data penelitian menggunakan uji statistik deskriptif, Uji normalitas, dan independent sampel t - test. Hasil pengujian data ditemukan bahwa terjadi perbedaan rata – rata return saham pada hari senin dan Jum’at pada perdagangan saham namun tidak didapatkan fenomena Monday effect maupun weekend effect.

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