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Fenomena intrahari saham di Bursa Efek Indonesia
The focus of this study is to find intraday trading pattern of mean return, return volatility, and trading volume, and identification of some market anomalies, such as weekend effect and day-end effect, represented by the most active stocks (15 stocks) in trading value between the period 02nd February until 29th July 2005. The result of this study indicates that W-Shapped intraday trading pattern is found in return volatility and trading volume variable. Day-end effect and weekend effect are also exist in BEI. Those prediction reflect that the level of market efficiency in BEI is presumed to be included in semistrong-form EMH.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6615 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia., 2009 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Stock exchange Market anomaly General linear model |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 85 p. : diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |