Calender Effect at Indonesia Stock Exchange 1983-2012: January Effect and Sell-in-May-and-Go-Away Effect
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| 00000011752 | CS/90 | (Capita Selecta) | Available - Ada |
Publisher :IPMI International Business School , 2013
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The purpose of this thesis is to analyze anomalies in the Index Harga Saham Gabungan 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 between 1983-2012. The methods include Descriptive Statistic, Mean 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 for the peiode of 1983-2012
Supervisor: Roy Sembel
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| Publisher Place | Jakarta |
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x, 56p, 28cm
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English
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NONE
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