@thesis{thesis,
		author={Juwita  Vita},
		title ={ANALISIS JANUARY EFFECT DI BURSA
KAWASAN ASEAN TAHUN 2011-2013},
		year={2014},
		url={http://eprints.ukmc.ac.id/11286/},
		abstract={This study aimed to determine of significant differences between returns in January and other months in the ASEAN exchanges period 2011 to 2013. If there are differences, then the anomaly January effect occurs in the ASEAN exchanges, and vice versa. The data was used from monthly closing prices from composite index of Malaysia, Indonesia, and Philippines, the period of December 2010 to December 2013. The hypothesis was tested by using Independent Sample T-Test with the help of the software SPSS 15.0. The results shows that there was no significant differences between returns in January and other months, it can be concluded that the January effect does not occur in the ASEAN exchanges.}
		}