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dc.contributor.authorRAHMAN, Fathur
dc.date.accessioned2024-08-05T05:24:58Z
dc.date.available2024-08-05T05:24:58Z
dc.date.issued2024-07-08
dc.identifier.nim200810201172en_US
dc.identifier.urihttps://repository.unej.ac.id/xmlui/handle/123456789/122860
dc.descriptionFinalisasi repositori tanggal 5 Agustus 2024_Kurnadi_Raraen_US
dc.description.abstractThe January Effect is a market anomaly phenomenon that occurs in the stock market which is stock returns in January are higher than other months. There are 3 phenomena that interest researchers in analyzing the existence of the January Effect, especially in agribusiness sector companies on Indonesia Stock Exchange during the 2019-2023 period. From 2019 to 2022 there is the Covid-19 phenomenon. From 2020 to 2022 there is a phenomenon of conflict between Russia and Ukraine. In 2023 there will be a phenomenon of Russia leaving the Black Sea Grain Initiative agreement. These three phenomena influence global and domestic food security. This research aims to analyze the existence of the January effect on returns and abnormal returns in agribusiness companies listed on the Indonesia Stock Exchange during the 2019-2023 period. Researchers used the T test data analysis method, which is the Independent Sample T-test for data that is normally distributed and the Mann-Whitney U test for data that is not normally distributed. The research results show that if you look at the stock returns of agribusiness companies on the IDX, the January Effect only occurs in 2019 and 2023, whereas if you look at the abnormal returns, the January Effect only occurs in 2023. Overall for the 2019-2023 period, January The effect does not occur in Indonesia especially, in the Agribusiness sector on the Indonesian Stock Exchange.en_US
dc.language.isootheren_US
dc.publisherFakultas Ekonomi dan Bisnisen_US
dc.subjectReturnen_US
dc.subjectStocken_US
dc.subjectAbnormal Returnen_US
dc.subjectJanuary Effecten_US
dc.titleAnalisis January Effect Pada Return Dan Abnormal Return Perusahaan Agribisnis Di Bursa Efek Indonesiaen_US
dc.identifier.prodiS1 Manajemenen_US
dc.identifier.pembimbing1Prof. Dr. Isti Fadahen_US
dc.identifier.pembimbing2Prof Dr. Sumanien_US
dc.identifier.validatorvalidasi_repo_ratna_juli_2024en_US


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