@thesis{thesis,
		author={ACUSTASARI  SELVIA},
		title ={PENGARUH HARI PERDAGANGAN PADA RETURN SAHAM:
PENGUJIAN WEEK-FOUR EFFECT DAN ROGALSKI EFFECT
DI BURSA EFEK INDONESIA
(Studi Pada LQ 45 Periode Januari-Desember 2010)},
		year={2012},
		url={http://eprints.upnyk.ac.id/10084/},
		abstract={The purpose of this research was to know the impact of the day of the week
effect to daily stock return. In this study, researcher tested Week-Four Effect and
Rogalski Effect in BEI. The sample is selected using purposive sampling
technique. The sample consist are thirty one active stock in the LQ-45 index listed
during 2010 period. The statistic methods which are used to test hypotheses are
One sample t-test, Independent sample t-test and ANOVA. The results show that
there wasn?t impact in the day of the week effect phenomenon with stock return in
Indonesia Stock Exchange.
Keywords: Stock return, The day of the week effect, Week-four effect, and
Rogalski effect.}
		}