Investment Decisions Based on The Day of  The Week Effect Phenomenon and T…

This research explores investment decisions based on the Day of The Week Effect and the correlation  between financial performance and daily stock returns in companies listed on IDX30 during and  after the COVID-19 pandemic. This research used a descriptive quantitative approach, using the  Kruskall-Wallis Test and Canonical Correlations Test data analysis tools. Twelve stocks were …