ANALISIS PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM - Unika Repository
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Method: Panel EGLS (Cross-section random effects) Date: 03/04/15 Time: 15:44. Sample: 2004 2013 Periods included: 10 Cross-sections
Total panel (balanced) observations: 444..
Tujuan penelitian ini adalah untuk mengetahui pengaruh hari perdagangan terhadap return saham dan Monday effect di Bursa Efek Indonesia. Latar belakang penelitian ini
Method: Pooled EGLS (Cross-section random effects) Date: 09/07/16 Time: 14:45.. Sample: 2011 2015 Included observations: 5 Cross-sections
Method: Pooled EGLS (Cross-section random effects) Date: 01/12/17 Time: 16:58. Sample: 2010 2014 Included observations: 5 Cross-sections
Method: Pooled EGLS (Cross-section random effects) Date: 03/01/15 Time: 21:10. Sample: 2009 2012 Included observations: 4 Cross-sections
Method: Pooled EGLS (Cross-section random effects) Date: 09/09/14 Time: 23:33. Sample: 2009 2013 Included observations: 5 Cross-sections
Method: Pooled Least Squares Date: 09/19/20 Time: 09:50 Sample: 2013 2018 Included observations: 6 Cross-sections included: 26 Total pool (balanced) observations: 156.