This study aims to find out the effect of the Monday effect and weekend effect on the IDX-30 index in the Indonesia stock exchange period before and during pandemic covid-19. This type of research is a quantitative research using comparative methods. The data collection method is done using a purposive sampling method, a sampling technique with certain criteria. The population in this study is companies that are included in the IDX-30 index on the Indonesia Stock Exchange with an observation period of 1 month (4 weeks) before the Covid-19 pandemic and one month (4 weeks) during the Covid-19 pandemic. Sampling used in this study, i.e., selected by purposive sampling method. Data analysis techniques performed are Descriptive Statistical analysis, Normality Test, One-Sample t-Test Test, T-Test Test, and Independent Sample T-Test. The results showed that: (1) There was a Monday Effect on companies that were included in the IDX-30 index on the Indonesia Stock Exchange before the covid-19 pandemic; (2) Monday Effect occurs on companies listed on the IDX-30 index on Indonesia Stock Exchange during the covid-19 pandemic; (3) There is a significant difference in abnormal returns in the anomaly of Monday effect of companies listed on the IDX-30 index in the observation period; (4) There is a Weekend Effect on companies listed on the IDX-30 index on the Indonesia Stock Exchange before the covid-19 pandemic; (5) There is a Weekend Effect on companies listed on the IDX-30 index on the Indonesia Stock Exchange during the covid-19 pandemic; (6) there are differences but not significant for weekend effect market anomalies in the period before Covid-19 and during Covid-19 for idx30 index in IDX.

Index Terms- Monday effect; weekend effect; Indonesia stock exchange