REAKSI PASAR MODAL INDONESIA ATAS PERISTIWA ANOMALI (JANUARY EFFECT) TAHUN 2007 (Studi pada perusahaan yang termasuk dalam kategori LQ45 di Bursa Efek Jakarta)

Yoyok Setiawan


This research is result of the empirical of event study with aim to know reaction of Indonesian capital market of event of anomaly that is January effect. Analyse in this research use different test two or mean of paired t-test sampled before and after event of January effect, with variables that are: abnormal return and average abnormal return of company?s share which included in category of LQ-45 in Jakarta Stock Exchange. Sample in this research are share of 45 company which included in category of LQ-45 period of August 2006 until January 2007. This research result is indicate that there are change by isn't it average abnormal return of share around event of January effect ( before and after event). Thereby, Indonesian capital market react of event of January 2007 year effect anomaly this.


Keyword : January effect, abnormal return, rata-rata abnormal return, reaksi pasar


Link Terkait :


January effect; abnormal return; rata-rata abnormal return; reaksi pasar