International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


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Research Paper | Finance | Indonesia | Volume 2 Issue 1, January 2013 | Popularity: 6.7 / 10


     

December Effect of Stock Market Return in Indonesia Stock Exchange 1998-2012

Adi Raharjo, Fathul Mubaraq, Faisal Mundir


Abstract: This Paper analyze of return with market anomaly in December effect in Indonesia Stock Exchange. Population to be studied is Indeks Harga Saham Gabungan (IHSG) or called ^JKSE. The time of data is monthly from 1998 until 2012. The method of analysis used descriptive statistics like average, mean, median, kurtosis and skewness. In this study we are finding that December is the best month for investor to buy stock in Indonesia Stock Exchange. The average of return in December is 5.21 % the highest return and has lower risk -2.79 % with deviation 4.74 %.


Keywords: December Effect, Indonesia Stock Exchange, January Effect, Monthly Effect


Edition: Volume 2 Issue 1, January 2013


Pages: 708 - 711



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Adi Raharjo, Fathul Mubaraq, Faisal Mundir, "December Effect of Stock Market Return in Indonesia Stock Exchange 1998-2012", International Journal of Science and Research (IJSR), Volume 2 Issue 1, January 2013, pp. 708-711, URL: https://www.ijsr.net/getabstract.php?paperid=IJSRON2013368, DOI: https://www.doi.org/10.21275/IJSRON2013368



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