3.
Masih terbukanya kemungkinan untuk mencari pengaruh lain selain ukuran perusahaan (firm size) yang dapat mempengaruhi munculnya anomali pasar.
4.
Pada penelitian ini hanya menggunakan data harga saham berdasarkan harga
penutupan (closing
price).
Penelitian selanjutnya
bisa
dikembangkan dengan menggunakan data harga saham harian selama jam-jam perdagangan dan harga pembukaan pada perdagangan berikutnya (close to open return).
54
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