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Analisis gelembung harga spekulatif rasional pada indeks harga saham gabungan periode 1999 - 2009
This study focuses on empirical evidence of rational speculative price bubble in Indonesia using composite index during 1999-2009. Rational speculative price bubble is characterized by a long run-up in price followed by a crash. Duration dependence test is being used to address whether the price behavior in equity market of Indonesia is consistent with the characteristics of bubble. Duration dependence test is conducted by using series of weekly nominal return and monthly real return stock composite index 1999-2009. In conclusion, none of the returns have characteristics that completely conform to the predictions of rational speculative bubbles model.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6992 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Share prices Duration dependence Price bubbles |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiii, 106 p. : diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |