PENGARUH HARI LIBUR NASIONAL TERHADAP RETURN SAHAM DI BURSA EFEK INDONESIA
Abstract: This research
conducted to know (1) what 1 day before and after National holiday have an
effect on to return share compared to other commerce day. (2) What national
holiday which carried over by a weekend have an effect on to return share
compared to holiday remain to on which in fact. (3) To test the effect of
National holiday to return share that happened before and after National
holiday. This research use data sample an LQ45 index 2004-2008, that is to
avoid the inactive share. Data obtained from corner of Bursa Efek Indonesia of
UNDIP Semarang. Statistic test used in this research is Box Jenkins or referred
as ARIMA (Autoregressive Integrated Moving Average). Result of this research
indicate that (1) There are not significance effect between 1 day before and after National
national to return share compared to other commerce day. (2) There are not
significance effect of National holiday which is carried over by weekend to
return share compared to ordinary holiday. (3) There are significance effect
between Thursday before holiday of Friday national to return share.
Penulis: Viky Hari Chandra
Siregar, Lela Hindasah
Kode Jurnal: jpakuntansidd1000230
