This study aims to analyze the Monday effect on LQ-45 stock returns. The sample used in this study is daily stock return data f companies that are included in LQ45 for the period August 2019 to January 2020, totaling 45 companies. The data analysis technique used is one t- test. The result showed that: (1) There is a significant difference between daily stock returns on trading days in one week on the Indonesia Stock Exchange. (2) There is a Monday Effect on stock trading on the Indonesia Stock Exchange.
Tigris Asyur Sipahutar, Hakiman, Dr, MM (2021); Monday Effect Analysis On LQ45 Share Return in Indonesia Stock Exchange; International Journal of Scientific and Research Publications (IJSRP)
11(5) (ISSN: 2250-3153), DOI: http://dx.doi.org/10.29322/IJSRP.11.05.2021.p11306