ABSTRAK
PENGARUH HARI PERDAGANGAN TERHADAP
RETURN SAHAM LQ-45 DI BURSA
EFEK INDONESIA
Perumusan masalah dalam penelitian ini, yaitu:apakah hari perdagangan
saham (Senin, Selasa, Rabu, Kamis, Jum’at) berpengaruh terhadap return saham
LQ-45 dan apakah hari Senin minggu keempat dan kelima berpengaruh terhadap
return saham LQ-45 yang terendah pada hari Senin di bursa Efek Indonesia.
Hipotesis dalam penelitian ini ialah terdapat pengaruh hari perdagangan
(Senin, Selasa, Rabu, Kamis, Jum’at) secara signifikan terhadap return saham
LQ-45 dan terdapat pengaruh hari Senin Minggu keempat dan kelima terhadap
return saham LQ-45 yang terendah pada hari Senin di Bursa Efek Indonesia.
Penelitian ini menggunakan 45 sampel emiten yang terdaftar berdasarkan
pengumuman Bursa Efek Indonesia periode Agustus 2013 sampai dengan Januari
2014. Data yang digunakan dalam penelitian ini adalah data sekunder yang
diperoleh dari Bursa Efek Indonesia tentang data laporan keuangan perusahaan
LQ-45 dari Agustus 2013 sampai dengan Januari 2014. Metode pengumpulan data
adalah data historis (documentary historical) dengan teknik analisis data yaitu:
teknik analisis regresi linier berganda.
Pada hipotesis ertama hasil penelitian menunjukkan bahwa hari
perdagangan (Senin, Selasa, Rabu, Kamis, dan Jumat) berpengaruh positif dan
signifikan terhadap return saham indeks LQ-45 di Bursa Efek Indonesia. Pada
hipotesis kedua hasil penelitian menunjukan Hari Senin minggu keempat dan
kelima berpengaruh terhadap return saham indeks LQ-45 yang terendah pada Hari
Senin di Bursa Efek Indonesia.
Kata Kunci : Hari Perdagangan dan Return Saham
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ABSTRACT
THE INFLUENCE OF COMMERCIAL DAY TO THE RETURN OF SHARE
LQ-45 IN STOCK EXCHANGES OF INDONESIA
The problem formulation in this research is : did the share commerce day (Monday, Tuesday, Wednesday, Thursday, Friday) influence the return of Share LQ-45 and did the Monday day in fourth and fifth week influence the return of Share LQ-45 that the lower on Monday in Stock Exchange of Indonesia.
The hypothesis in this research is there is influence of the commerce day (Monday, Tuesday, Wednesday, Thursday, Friday) to the return of share LQ-45 significantly and there is influence of Monday on fourth and fifth week to the return of Share LQ-45 that the lower on Monday in stock Exchange of Indonesia.
This research applies 45 samples of registered issuers according to the announcement of Stock Exchange of Indonesia period of August 2013 up to January 2014. The data used in this research is secondary data from Stock Exchange of Indonesia about the financial statement data of LQ-45 Company from August 2013 up to January 2014. The method of data collecting is historical data (documentary historical) by multi linear regression analysis as method of data analysis.
In the first hypothesis the result of research indicates that the commercial day (Monday, Tuesday, Wednesday, Thursday, and Friday) has a positive and significant influence to the return of share of LQ-45 index in Stock Exchange of Indonesia. In the second hypothesis, the result of research indicates that the Monday day on fourth and fifth week has influence to the return of share of LQ-45 index that the lower on Monday day in stock exchange of Indonesia
Keywords : The Commercial day and Return of Share
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