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Analisis Perilaku Herding Dalam Sektor Energi Indonesia dan Australia Periode 2007-2020 (Global Financial Crisis dan COVID-19)
This study aims to analyze herding behavior that occurs in Indonesian and Australian energy sector throughout 2007 to 2020 period, in which the period is categorized into normal and crisis periods (Global Financial Crisis and COVID-19). The mentioned herding behavior are those due to market movements, crude oil price movements, and extreme crude oil price movements. The samples used in this study include public companies of energy sector within Bursa Efek Indonesia amounted to 25 companies and Australian Securities Exchange amounted to 20 companies. Through Cross-Sectional Absolute Deviation method, the study showed that herding behavior due to market movements was apparent in Indonesia, especially during Global Financial Crisis period. Meanwhile, herding behavior that is caused by oil price movements was not to be observed in both markets. This study also presented that herding behavior due to extreme oil price movements had been observed in Indonesia during the normal period. In Australian and Indonesian market during the other unmentioned period, it was explained that the markets were free from herding behavior.Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 12825 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2021 |
|---|---|
| Edisi | - |
| Subjek | Financial crisis Financial Behavior Herding Oil Market Cross Section Absolute Deviation |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xviii, 107 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |