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Research Paper | Finance | Indonesia | Volume 2 Issue 1, January 2013
December Effect of Stock Market Return in Indonesia Stock Exchange 1998-2012
Adi Raharjo | Fathul Mubaraq | Faisal Mundir
Abstract: This Paper analyze of return with market anomaly in December effect in Indonesia Stock Exchange. Population to be studied is Indeks Harga Saham Gabungan (IHSG) or called ^JKSE. The time of data is monthly from 1998 until 2012. The method of analysis used descriptive statistics like average, mean, median, kurtosis and skewness. In this study we are finding that December is the best month for investor to buy stock in Indonesia Stock Exchange. The average of return in December is 5.21 % the highest return and has lower risk -2.79 % with deviation 4.74 %.
Keywords: December Effect, Indonesia Stock Exchange, January Effect, Monthly Effect
Edition: Volume 2 Issue 1, January 2013,
Pages: 708 - 711
Similar Articles with Keyword 'Indonesia Stock Exchange'
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Research Paper, Finance, Indonesia, Volume 11 Issue 12, December 2022
Pages: 557 - 563An Analysis of Altman Z-Score, Springate, and Zmijewski Methods Used to Know the Potential of Financial Distress (Empirical Study on Manufacturing Companies in the Automotive and Component Sub-Sectors Listed on the Stock Exchange for the Year 2018-2021)
Saskia | Sujoko [5] | Sugeng [5] | Budiono Budiono [2]
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Research Paper, Finance, Indonesia, Volume 2 Issue 1, January 2013
Pages: 722 - 725Effect of Return on Assets (ROA) Against Tobins Q: Studies in Food and Beverage Company in Indonesia Stock Exchange Years 2007-2011
Erik Syawal Alghifari | Sigit Triharjono | Yuyu Siti Juhaeni