Analisis Perbedaan Return Saham Sebelum & Sesudah Hari Raya Idul Fitri & Idul Adha

Authors

  • Revo Gilang Firdaus Universitas Pertamina

DOI:

https://doi.org/10.12928/iefbr.v1i1.4743

Keywords:

idul fitri, idul adha, ISSI, ssaham

Abstract

 Abbes, M. B., & Abdelhédi-Zouch, M. (2015). Does hajj pilgrimage affect the Islamic investor sentiment?. Research in International Business and Finance, 35, 138–152.

Agustina & Sumartio, F. (2014). Analisa Faktor-Faktor Yang Mempengaruhi. Jurnal Wira Ekonomi Mikroskil, 4(1), 51-61.

Aryanti, Mawardi, & Andesta, S. (2016). Pengaruh ROA, ROE, NPM, dan CR Terhadap Return Saham Pada Perusahaan Yang Terdaftar Di Jakarta Islamic Index (JII). I-Finance, 2(2), 54–71.

Fadilla. (2018). Pasar Modal Syariah dan Konvensional. Islamic Banking, 3(2)2, 45–56.

Firdaus, R., & Helty, R. (2021). Analisis NPL & DER Terhadap Harga Saham Perbankan 2015 - 2018. Jurnal Dimensi, 10(1), 31–44.

Habirurrahman. (2015). Analisis Pengaruh Nilai Tukar Rupiah Dan Inflasi Terhadap Indeks Harga Saham Sektor Properti Di Bursa Efek Indonesia. Jurnal Manajemen Dan Bisnis Universitas Bandar Lampung, 5(2), 112–129.

Hasanuddin. (2015). Analisis Komparatif Abnormal Return Saham JII dan Non JII Sebelum dan Sesudah Libur Idul Fitri (Periode 2009-2013). Jurnal MIX, 6(2), 246–259.

Hinawati, T. (2016). Efek Hari Libur Idul Fitri Terhadap Abnormal Return Saham Di Bursa Efek Indonesia. Cakrawala, 11(1), 34-50.

Oktaviani, M. A., & Notobroto, H. B. (2014). Perbandingan tingkat konsistensi normalitas distribusi metode Kolmogorov-Smirnov, Lilliefors, Shapiro-Wilk, dan Skewness-Kurtosis. Jurnal Biometrika Dan Kependudukan, 3(2), 127–135.

Pujiadi, B. W., & Indriani, A. (2017). Analisis Pengaruh Hari Libur Islam Terhadap Abnormal Return Saham. Diponegoro Journal of Management, 6(4), 1–12.

Razali, N. M., & Wah, Y. B. (2011). Power comparisons of Shapiro-Wilk, Kolmogorov-Smirnov, Lilliefors and Anderson-Darling tests. Journal of Statistical Modeling and Analytics, 2(1), 21–33.

Sandi, D. D., & Tamara, K. (2015). Analisis Anomali Holiday Effect Terhadap Return Saham Syariah Di Jakarta Islamic Index (JII) Periode 2012-2014. AL-INTAJ, 1(1), 19-35.

Siregar, V. H. C., & Hindasah, L. (2010). Pengaruh Hari Libur Nasional Terhadap Return Saham Di Bursa Efek Indonesia.. Jurnal Akuntansi Dan Investasi, 11(2), 166–178.

Subekti, S. E., & Rahmawati, I. Y. (2020). Reaksi Pasar Modal Dari Dampak Peristiwa Hari Besar Agama Islam Terhadap Abnormal Return Dan Trading Volume Activity Saham Perusahaan Indeks Jii Yang Terdaftar Di Bursa Efek Indonesia. Jurnal Manajemen Universitas Bung Hatta, 15(1), 59–69.

Tanjung, H., & Siregar, T. A. M. (2018). Analisis Volatilitas Saham di Jakarta Islamic Index (JII) periode Januari 2015-Januari 2018. Ihtifaz: Journal of Islamic Economics, Finance, and Banking, 1(1), 147-157.

 



References

Abbes, M. & Abdelhedi-Zouch, M. 2015. Does hajj pilgrimage affect the Islamic investor sentiment? Res. Int. Business Finance, 1-15.

Agustina & Sumartio, F. 2014. Analisa Faktor-Faktor yang Mempengaruhi Pergerakan Harga Saham pada Perusahaan Pertambangan. Jurnal Wira Ekonomi Mikroskil, 4(1), 51-61.

Aryanti & Mawardi. 2016. Pengaruh ROA, ROE, NPM, dan CR terhadap Return Saham pada Perusahaan yang Terdaftar di Jakarta Islamic Index (JII). I-Finance, 2(2), 54-71.

Fadilla. 2018. Pasar Modal Syariah dan Konvensional. Islamic Banking, 3(2), 45-55.

Firdaus, R. & Helty, R. 2021. Analisis NPL & DER terhadap Harga Saham Perbankan 2015 – 2018. Jurnal Dimensi, 10(1), 31-44.

Habiburrahman. 2015. Analisis Pengaruh Nilai Tukar Rupiah dan Inflasi terhadap Indeks Harga Saham Sektor Properti di Bursa Efek Indonesia. Jurnal Manajemen dan Bisnis, 5(2), 112-129.

Hasanuddin. 2015. Analisis Komparatif Abnormal Return Saham JII dan Non JII Sebelum dan Sesudah Libur Idul Fitri (Periode 2009-2013). Jurnal MIX, 6(2), 246-259.

Hinawati, T. 2016. Efek Hari Libur Idul Fitri terhadap Abnormal Return Saham di Bursa Efek Indonesia. Jurnal Cakrawala, XI(1), 34-50.

Oktaviani, M. & Notobroto, H. 2014. Perbandingan Tingkat Konsistensi Normalitas Distribusi Metode Kolmogorov Smirnov, Lilliefors, Shapiro-Wilk, dan Skewness-Kurtosis. Jurnal Biometrika dan Kependudukan, 3(2), 127-135.

Pujiadi, B. & Indriani, A. 2017. Analisis Pengaruh Hari Libur Islam terhadap Abnormal Return Saham (Studi empiris pada perusahaan yang tercatat di JII tahun 2012-2016). Diponegoro Journal of Management, 6(4), 1-12.

Razali, N. & Yap, B. 2011. Power Comparisons of Shapiro-Wilk, Kolmogorov-Smirnov, Lilliefors, and Anderson-Darling Tests. Journal of Statistical Modeling and Analytics, 2(1), 21-33.

Sandi, D. & Tamara, K. 2015. Analisis Anomali Holiday Effect terhadap Return Saham Syariah di Jakarta Islamic Index (JII) Periode 2012-2014. AL-INTAJ, 1(1), 19-35.

Siregar, V. & Hindasah, L. 2010. Pengaruh Hari Libur Nasional terhadap Return Saham di Bursa Efek Indonesia. Jurnal Akuntansi dan Investasi, 11(2), 166-178.

Subekti, E. & Rahmawati, I. Reaksi Pasar Modal dari Dampak Peristiwa Hari Besar Agama Islam terhadap Abnormal Return dan Trading Volume Activity Saham Perusahaan Indeks JII yang Terdaftar di Bursa Efek Indonesia. Jurnal Manajemen Universitas Bung Hatta, 15(1), 59-69.

Tanjung, H. & Siregar, T. Analisis Volatilitas Saham di Jakarta Islamic Index (JII) periode Januari 2015 – Januari 2018. Journal of Islamic Economics, Finance, and Banking, 1(1&2), 147-157.

Downloads

Published

2024-06-08

Issue

Vol. 1 No. 1 (2021): June

Section

Articles

License

Copyright (c) 2021 Revo Gilang Firdaus

Creative Commons License

This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

Authors who publish with Journal Islamic Economics, Finance, and Banking Review (IEFBR) agree to the following terms:

  1. All articles published are Open Access which means they will be immediately and permanently free for everyone to read and download.  We use the CC-BY-SA license options under the Creative Commons Attribution License (CC BY-SA 4.0). Creative Commons Attribution License (CC BY-SA 4.0). CC-BY-SA assures that all works will be available under CC-BY-SA always and no risk of commercial actions against the will of the copyright holder.    
  2. Anyone can use, copy and disseminate the material in any medium or format; as well as re-use, re-mix, transform, and build upon the material for any purpose, even commercially. However, they must acknowledge the authors by giving appropriate credits (cite to the article or content), provide a link to the license, and indicate if changes were made and use under the same license as the original.
  3. Authors retain copyright and grant license exclusive rights in their article to Universitas Ahmad Dahlan as the publisher of the Journal Islamic Economics, Finance, and Banking Review (IEFBR).
  4. Authors have the right to retain patent, trademark, and other intellectual property rights (including research data). 
  5. Authors have the right to proper attribution and credit for the published work.

Copyright Transfer Agreement

  1. The Authors submitting the manuscripts do so on the understanding that if they are accepted for publications, the copyright of the articles shall be assigned to Universitas Ahmad Dahlan as the publisher of the Journal Islamic Economics, Finance, and Banking Review (IEFBR).
  2. Universitas Ahmad Dahlan as the publisher of the Journal Islamic Economics, Finance, and Banking Review (IEFBR), the Editors, and the Editorial Board Members of the Journal Islamic Economics, Finance, and Banking Review (IEFBR) make every effort to ensure that no wrong or misleading data, opinions, or statements are published in the journal. In any way, the contents of the articles and circulars published in the Journal Islamic Economics, Finance, and Banking Review (IEFBR) are the sole and exclusive responsibility of their respective authors and advertisers.
  3. The publisher may revoke the publication for violating the ethical code of conduct.