Maulana Iqbal, Rico Nur Ilham, Darmawati, Widyana Verawaty Siregar
{"title":"市场异常测试关于1月效应，rogalski效应和周一效应在印尼证券交易所的银行部门公司","authors":"Maulana Iqbal, Rico Nur Ilham, Darmawati, Widyana Verawaty Siregar","doi":"10.54443/jaruda.v2i1.76","DOIUrl":null,"url":null,"abstract":"This study aims to look at market anomalies such as the January effect, Rogalski effect and Monday effect in the banking sub-sector companies in Indonesia. This study uses a quantitative method with an analysis of the Average Difference Test. negative. The Rogalski Effect shows no significant difference when Return is positive or negative. The Monday Effect shows that there is a significant difference in the Monday Effect when the Return is positive or negative.","PeriodicalId":284428,"journal":{"name":"Journal of Accounting Research, Utility Finance and Digital Assets","volume":"36 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"MARKET ANOMAL TESTING REGARDING THE JANUARY EFFECT, ROGALSKI EFFECT AND MONDAY EFFECT IN BANKING SECTOR COMPANIES ON THE INDONESIA STOCK EXCHANGE\",\"authors\":\"Maulana Iqbal, Rico Nur Ilham, Darmawati, Widyana Verawaty Siregar\",\"doi\":\"10.54443/jaruda.v2i1.76\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study aims to look at market anomalies such as the January effect, Rogalski effect and Monday effect in the banking sub-sector companies in Indonesia. This study uses a quantitative method with an analysis of the Average Difference Test. negative. The Rogalski Effect shows no significant difference when Return is positive or negative. The Monday Effect shows that there is a significant difference in the Monday Effect when the Return is positive or negative.\",\"PeriodicalId\":284428,\"journal\":{\"name\":\"Journal of Accounting Research, Utility Finance and Digital Assets\",\"volume\":\"36 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-07-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Accounting Research, Utility Finance and Digital Assets\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.54443/jaruda.v2i1.76\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Accounting Research, Utility Finance and Digital Assets","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.54443/jaruda.v2i1.76","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
MARKET ANOMAL TESTING REGARDING THE JANUARY EFFECT, ROGALSKI EFFECT AND MONDAY EFFECT IN BANKING SECTOR COMPANIES ON THE INDONESIA STOCK EXCHANGE
This study aims to look at market anomalies such as the January effect, Rogalski effect and Monday effect in the banking sub-sector companies in Indonesia. This study uses a quantitative method with an analysis of the Average Difference Test. negative. The Rogalski Effect shows no significant difference when Return is positive or negative. The Monday Effect shows that there is a significant difference in the Monday Effect when the Return is positive or negative.
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