Palullungan, Fisca Fideline and Moh.Athoilah,, SE.M.E (2023) Pengaruh Anomali Pasar Terhadap Return Saham Perusahaan Farmasi Yang Terdaftar Pada Bursa Efek Indonesia Periode 2018 – 2022. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini mempunyai tujuan yakni guna mengetahui apakah Week-Four Effect, Rogalski Effect, dan The Day of the Week Effect ada dan berdampak pada return saham perusahaan farmasi yang tercatat di BEI. Sepuluh bisnis farmasi yang tercatat di BEI antara 2018 dan 2022 merupakan sampel penelitian. Laporan Keuangan dan www.yahoofinance.com menyediakan data penelitian. Analisis deskriptif dan regresi data panel digunakan untuk menguji hipotesis. Faktor The Day of the Week Effect dan Week Four Effect memiliki dampak positif dan signifikan pada hasil penelitian, sedangkan variabel Rogalski Effect tidak memiliki dampak yang signifikan. Penelitian ini sejalan dengan teori Event Study dan teori Sinyal, yang akan memberikan dampak baik bagi perusahaan farmasi dalam meningkatkan Return karena informasi yang tercermin bersifat informatif.
English Abstract
This study aims to determine whether the Week-Four Effect, Rogalski Effect, and The Day of the Week Effect exist and have an impact on the return of shares of pharmaceutical companies listed on the IDX. Ten pharmaceutical businesses listed on the IDX between 2018 and 2022 were a sample of the study. Financial Statements and www.yahoofinance.com provide research data. Descriptive analysis and regression of panel data are used to test hypotheses. The Day of the Week Effect and Week Four Effect factors had a positive and significant impact on the results of the study, while the Rogalski Effect variables did not have a significant impact. This research aligns with the Event Study theory and Signal theory, which will have a good impact on pharmaceutical companies in increasing returns because the information reflected is informative.
Item Type: | Thesis (Sarjana) |
---|---|
Identification Number: | :0523020254 |
Uncontrolled Keywords: | Anomali Pasar, Efek Satu Minggu, Efek Mingguan, Efek Rogalski, Event Study. |
Subjects: | 300 Social sciences > 330 Economics |
Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
Depositing User: | Unnamed user with username nova |
Date Deposited: | 08 Dec 2023 02:21 |
Last Modified: | 08 Dec 2023 02:21 |
URI: | http://repository.ub.ac.id/id/eprint/205064 |
![]() |
Text (DALAM MASA EMBARGO)
Fisca Palullungan.pdf Restricted to Registered users only until 31 December 2025. Download (4MB) |
Actions (login required)
![]() |
View Item |