Pengujian Monday Effect pada Indeks LQ-45 di Bursa Efek Indonesia pada saat Pandemi

  • Komang Bagus Surya Kepakisan Fakultas Ekonomi dan Bisnis Universitas Udayana, Indonesia
  • I Gst Ayu Eka Damayanthi Fakultas Ekonomi dan Bisnis Universitas Udayana, Indonesia

Abstract

Research in Indonesia found many anomalies in the stock market, such as the Phenomenon of Monday effect. The diversity of research results encourages to re-research the Phenomenon of Monday effect on different conditions, namely pandemic. The purpose of this study is to find out the occurrence of Monday effect on the Indonesia Stock Exchange at the time of the pandemic. This research was conducted on all LQ-45 companies in March to October 2020. Data collection by observing the available secondary data. The analysis technique used is one sample t-test. This research proves that there is no difference in average return on Monday which the phenomenon of Monday effect doesn’t occur during a pandemic.


Keywords: Monday Effect; LQ-45 Index; Indonesia Stock Exchange.

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Published
2021-09-25
How to Cite
KEPAKISAN, Komang Bagus Surya; DAMAYANTHI, I Gst Ayu Eka. Pengujian Monday Effect pada Indeks LQ-45 di Bursa Efek Indonesia pada saat Pandemi. E-Jurnal Akuntansi, [S.l.], v. 31, n. 9, p. 2378-2387, sep. 2021. ISSN 2302-8556. Available at: <https://ojs.unud.ac.id/index.php/akuntansi/article/view/75569>. Date accessed: 07 oct. 2022. doi: https://doi.org/10.24843/EJA.2021.v31.i09.p18.
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