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THE HOLIDAY EFFECT IN ASIA MAJOR INDEXES YEAR 2000-2009

Penulis : ANNELINE PRATIWI (NIM 19006014)
Kontributor / Dosen Pembimbing :
  • Pembimbing: Deddy P. Koesriandartoto Ph.D.
Jenis Koleksi : Tugas Akhir
Tahun Terbit :
Penerbit : Sekolah Bisnis dan Manajemen
Fakultas : Sekolah Bisnis dan Manajemen
Subjek :
Kata Kunci : Capital market, index, return, holiday effect
Sumber :
Staf Input/Edit : Vika Anastasya Kovariansi   Vika Anastasya Kovariansi
File : 7 file
Tanggal Input : 18 Jun 2012

2009 TA PP ANNELINE PRATIWI 1-COVER.pdf

2009 TA PP ANNELINE PRATIWI 1-BAB 1.pdf
2009 TA PP ANNELINE PRATIWI 1-BAB 2.pdf
2009 TA PP ANNELINE PRATIWI 1-BAB 3.pdf
2009 TA PP ANNELINE PRATIWI 1-BAB 4.pdf
2009 TA PP ANNELINE PRATIWI 1-BAB 5.pdf
2009 TA PP ANNELINE PRATIWI 1-PUSTAKA.pdf

This paper will use t-test to compare the mean return before and after the holiday for each index using their daily price by using SPSS as the calculating software. The result of this research is holiday effects occur in some countries based on which major holiday that certain Asia countries celebrate. Understanding about the occurrences of holiday effects in Indonesia will help investors to get more money by understanding more about time to buy and sell of their country specific indexes.

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