This research Analysis of the Monday Effect and Friday effect on stock return. This research aimed (1) to find out the Monday effect on stock trading, (2) to find out the Friday effect on stock trading (3) to influence of the Monday effect and Friday effect at the return of the stock (4) to find out how big the correlation Monday effect of the returns stock (5) to find out how big the correlation Friday effect of the returns stock. This research was taking 16 companies that listed in Index Bisnis 27 and used daily stock return. This research was using analysis technique of Mann Whitney H1 and H2, multiple linear regression analysis for H3, correlation test of Monday effect (H4), and correlation test of Friday effect on (H5). The result showed that: (1) The Monday effect was exist on stock trading in Indonesia Stock Exchange. (2) The Friday effect exist on stock trading. (3) Find an influence on Monday effect and Friday effect on stock returns (4) there were is weak correlation between Monday effect with a return stock and (5) there were is weak correlation between Friday effect with a return stock.

Keywords : Return, Monday Effect, Friday Effect.