| dc.identifier.citation | [1] W. Desmond, Analisis Fundamental Saham, 2nd ed. Jakarta: Exceed, 2011. [2] Indonesia Stock Exchange, “Sekolah Pasar Modal Level 2,” in Buku Panduan Sekolah Pasar Modal, Jakarta, Indonesia: Indonesia Stock Exchange, 2008, pp. 1–48. [3] Y. Khoroshilov, “Momentum trading strategy and investment horizon : an experimental study,” J. Econ. Stiudoes, Emerald Gr. Publ. Ltd., vol. 39, no. 1, pp. 4–12, 2013. [4] C. Balint and O. Gica, “Is the January effect present on the Romanian capital market?,” in 8th International Strategic Management Conference Is, 2012, vol. 58, pp. 523–532. [5] Q. Sun and W. H. S. Tong, “Risk and the January effect,” J. Bank. Financ., vol. 34, no. 5, pp. 965–974, 2010. [6] Z. Chen and P. R. Daves, “International Review of Financial Analysis The January sentiment e ff ect in the U . S . stock market,” Int. Rev. Financ. Anal., vol. 59, no. May, pp. 94–104, 2018. [7] H. Beladi, C. Chur, and M. Hu, “International Review of Financial Analysis Another January effect — Evidence from stock split announcements,” Int. Rev. Financ. Anal., vol. 44, pp. 123–138, 2016. [8] K. E. Easterday and P. K. Sen, “Is the January effect rational ? Insights from the accounting valuation model,” Q. Rev. Econ. Financ., vol. 59, pp. 168–185, 2016. [9] A. R. Sonjaya and I. Wahyudi, “The Ramadan effect : Illusion or reality ?,” Arab Econ. Bus. J., vol. 11, no. 1, pp. 55–71, 2016. [10] H. A. Alnemer and H. Al-hajieh, “The Uncertainty Risk of Oil and Ramadan Season on Stock Return and Volatility : Empirical Findings from Saudi Arabia,” Int. J. Bus. Manag. Invent., vol. 7, no. 5, pp. 28–36, 2018. [11] F. J. Seyyed, A. Abraham, and M. Al-Hajji, “Seasonality in stock returns and volatility: The Ramadan effect,” Res. Int. Bus. Financ., vol. 19, no. 3, pp. 374–383, 2005. [12] M. Al-Ississ, “The holyday effect,” J. Behav. Exp. Financ., vol. 5, pp. 60–80, 2015. [13] Ö. F. Tan and Ş. Özlem, “Ramadan Effect On Stock Markets,” J. Res. Bus., vol. 1, no. 3, pp. 77–98, 2018. [14] G. Caginalp and D. Balenovich, “A Theoretical Foundation for Technical Analysis,” J. Tech. Anal., pp. 5–21, 2003. [15] Y. Tse, “North American Journal of Economics and Finance Momentum strategies with stock index exchange-traded funds,” North Am. J. Econ. Financ., vol. 33, pp. 134–148, 2015. [16] O. Weil, “The profitability of momentum trading strategies : A comparison between stock markets in the Netherlands and Germany,” University of Groningen and Uppsala University, 2017. [17] J. M. Griffin, X. Ji, and J. S. Martin, “Momentum Investing and Business Cycle Risk : Evidence from Pole to Pole,” J. Finance, vol. LVIII, no. 6, 2003. [18] N. Jegadeesh and S. Titman, “Profitability of Momentum Strategies : An Evaluation of Alternative Explanations,” J. Finance, vol. LVI, no. 2, pp. 699–720, 2001. [19] L. J. Bachmeier and S. R. Nadimi, “Oil shocks and stock return volatility,” Q. Rev. Econ. Financ., vol. 68, pp. 1–9, 2018. [20] K. R. French, “Stock returns and the weekend effect,” J. financ. econ., vol. 8, no. 1, pp. 55–69, 1980. [21] C. B. Cadsby and M. Ratner, “Turn-of-month and pre-holiday effect on stock return: Some international evidence,” J. Bank. Financ. 16, vol. 16, no. 3, pp. 497–509, 1992. [22] X. Zhou, Y. Cui, S. Wu, and W. Wang, “The influence of cultural distance on the volatility of the international stock market,” Econ. Model., no. October, 2018. [23] F. Almudhaf, “The Islamic Calendar Effects: Evidence from Twelve Stock Markets,” Int. Res. J. Financ. Econ., vol. 87, Aug. 2012. [24] C. Pantzalis and E. Ucar, “Religious holidays, investor distraction, and earnings announcement effects,” J. Bank. Financ., vol. 47, no. 1, pp. 102–117, 2014. [25] H. I. Wolk, J. L. Dodd, and J. J. Rozycki, Accounting Theory: Conceptual Issues in a Political and Economic Environment, Ninth Edit. Thousand Oaks, California USA: SAGE Publications, Inc, 2017. [26] D. R. Artha, N. A. Achsani, and H. Sasongko, “Analisa Fundamental, Teknikal dan Makroekonomi Harga Saham Sektor Pertanian,” J. Manaj. dan Kewirausahawan, Inst. Pertan. Bogor, vol. 16, no. 2, pp. 175–183, 2014. [27] V. Panggabean, E. Nababan, and F. Bu’ulolo, “Analisis Fundamental Dan Analisis Teknikal Pada Investasi Trading Emas Online Dengan Value At Risk,” J. Saintia Mat., vol. 1, no. 4, pp. 369–382, 2013. [28] W. F. Wright and G. H. Bower, “Mood Effects on Subjective Probability Assessment,” Organ. Behav. Hum. Decis. Process., vol. 52, no. 2, pp. 276–291, 1992. [29] A. Linden, “Conducting interrupted time-series analysis for single- and multiple-group comparisons,” Stata J., vol. 15, no. 2, pp. 480–500, 2015. | id_ID |
