January Effect Towards LQ45 Index Year 2001 – 2010

Javier, Brian and Handojo, Innge Surya (2011) January Effect Towards LQ45 Index Year 2001 – 2010. Bachelor thesis, Swiss German University.

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Abstract

January effect is one of the common issues in the stock market all around the financial world. Many theories and perspectives discuss about the reason behind it, this research is discussing in detail the theories which becoming the backbone of the January effect. This research is conducted in the Indonesia Stock Market which has the main focus in the LQ45 index. This research will discuss the LQ45 index performance from year 2001 until year 2010, with three different time plotting, before economic crisis (2001 – 2006), during the economic crisis (2007 – 2008) and after the economic crisis (2009 – 2010). In each of those plotting, this research will elaborate from three groups of companies (Small, Medium and Big), which one lead in terms of January effect.

Item Type: Thesis (Bachelor)
Uncontrolled Keywords: January Effect; Abnormal Return; Market Anomalies and Stock Market
Subjects: H Social Sciences > HG Finance > HG4551 Stock exchanges
H Social Sciences > HG Finance > HG4636 Stocks--Prices
Divisions: Faculty of Business Administration and Communication > Department of Business Administration
Depositing User: Astuti Kusumaningrum
Date Deposited: 15 Mar 2021 14:34
Last Modified: 15 Mar 2021 14:34
URI: http://repository.sgu.ac.id/id/eprint/1096

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