Weekend effect is a form of inefficiency that makes stock returns are not random (predictable) and repetitive which is against the efficient market theory by Fama (1991). This study aims to encourage stock investor knowledge about these anomalies, and act more measurably, so that a more efficient market can be achieved. This study uses a regression method that is looking for a significant value between days against the daily return index with the aim of finding a trading pattern on a particular day, especially on Monday and Friday. As a result, the weekend effect occurs during the post-crisis impact on the real sector, in other words affect the performance of the company's stock returns as a whole so that the global financial crisis that is post-crisis 2007-2008 has a negative statement on the weekend effect.Keywords: weekend effect; post crisis; return; efficient market; anomaly market

This study examines the relation between dividends and financial constraints to firm value using publicly traded firms in Indonesia from 2013 to 2017. The very exploration used a repeated cross section regression method to understand monotonic and non-monotonic alliance between dividends and financial constraints to firm value. The non-monotonic correlation measured by dummy variables for 6 dividends categories, i.e. 0 category is defined as firms that did not pay dividends and category 5 is defined as firms that pay dividends with the highest quintile. It is found that monotonic bond lowers the financial constraints that has more important and consistent positive effects on firm value relative to dividends. These findings imply investors to have higher preferences for a firm’s ability to realize good investment projects and provide higher future profits, relative to current profit in the form of dividends. It also found that non-monotonic connection between dividends and firm value and dividends and financial constraints have relatively equal positive effect to firm value.