The Monday Effect phenomenon is a seasonal anomaly in financial markets, which occurs when the return on stock markets is significantly negative on Monday. The presence of this anomaly violates the weak form of market efficiency because stock returns are not random, but are predictable based on certain calendar effects. The objective of this study is to empirically re-examine the presence of the Monday Effect phenomenon and the stability of the presence of this phenomenon. The sample used in this study are stock market index at Jakarta Stock Exchange (JSX), which IHSG index and LQ-45 index, over 1999 to 2005, as the proxy. The major conclusion of this study is that Monday returns are significantly negative and are lower than returns during ...
Market anomaly can be describe as a technique or strategy that appear to contradict effiecient mark...
Capital market is an alternative for investors to invest their capital. Market efficiency is an idea...
This study focuses on the phenomenon of market anomalies, namely the Monday effect and the week four...
<p><em>The Monday Effect phenomenon is a seasonal anomaly in financial markets, which occurs when th...
The study attempts to examine the influence of Monday effect on stock return. The Monday effect is a...
The purpose of this research is to get empirical evidence about Monday effect phenomenon on Indonesi...
This study aimed to analyze the Monday Effect and Week Four Effect on LQ45 stock price of index in...
ABSTRACTMany researchers find Monday effect and Friday effect phenomenon thatare against the efficie...
Days in one week have an effect on behaviour in life. It is very interesting mentioned to be researc...
Perbedaan hari dalam satu minggu, memiliki pengaruh yang berbeda terhadap perilaku dalam kehidupan. ...
Financial theory explained that there are four types of anomalies such as firm anomaly, seasonal ano...
One of market anomaly that againsts the concept of efficient market is Day of The Week Effect, which...
One of market anomaly that againsts the concept of efficient market is Day of The Week Effect, which...
AbstractThis study aims to determine the differences in stock returns on Monday to Friday, the Mond...
The purpose of this research is to examine the day of the week effect on the stock return and Monday...
Market anomaly can be describe as a technique or strategy that appear to contradict effiecient mark...
Capital market is an alternative for investors to invest their capital. Market efficiency is an idea...
This study focuses on the phenomenon of market anomalies, namely the Monday effect and the week four...
<p><em>The Monday Effect phenomenon is a seasonal anomaly in financial markets, which occurs when th...
The study attempts to examine the influence of Monday effect on stock return. The Monday effect is a...
The purpose of this research is to get empirical evidence about Monday effect phenomenon on Indonesi...
This study aimed to analyze the Monday Effect and Week Four Effect on LQ45 stock price of index in...
ABSTRACTMany researchers find Monday effect and Friday effect phenomenon thatare against the efficie...
Days in one week have an effect on behaviour in life. It is very interesting mentioned to be researc...
Perbedaan hari dalam satu minggu, memiliki pengaruh yang berbeda terhadap perilaku dalam kehidupan. ...
Financial theory explained that there are four types of anomalies such as firm anomaly, seasonal ano...
One of market anomaly that againsts the concept of efficient market is Day of The Week Effect, which...
One of market anomaly that againsts the concept of efficient market is Day of The Week Effect, which...
AbstractThis study aims to determine the differences in stock returns on Monday to Friday, the Mond...
The purpose of this research is to examine the day of the week effect on the stock return and Monday...
Market anomaly can be describe as a technique or strategy that appear to contradict effiecient mark...
Capital market is an alternative for investors to invest their capital. Market efficiency is an idea...
This study focuses on the phenomenon of market anomalies, namely the Monday effect and the week four...