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Pengaruh nilai transaksi harian investor asing dan domestik terhadap volatilitas harga saham : periode penelitian 3 Januari 2003 - 31 Juli 2008
This study was conducted to see the impact of daily transaction of foreign and domestic investors towards price volatility for several liquid stocks in Indonesian Stock Exchange. The result of this study has shown that foreign selling to domestic investors has the most significant effect on volatility, except for several stocks with low foreign participation. The positive feedback trading pattern of foreign investors and the leader-follower relationship between foreign and domestic investors could be the possible explanations for these findings. However these two possibilities still needs further research to see their direct impact towards price movement. One thing that is clearly proven, mostly of foreign investors? transactions is placed in large order volumes that could create demand shock and in the end, forcing the price to move.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6621 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2009 |
|---|---|
| Edisi | - |
| Subjek | Share prices Volatility Investor |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 135 p. : diagr.; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |