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Analisis keberadaan price momentum effect pada saham-saham yang termasuk dalam indeks LQ 45 Bursa Efek Indonesia periode 2004 - 2009
Main purpose of this study is to examine the existences of price momentum effect, an anomaly in capital market, where stocks with higher returns (past winner) within past 3 to 12 months tend to outperformed stocks with lower returns (past loser) within next 3 to 12 months, vice versa. This kind of anomaly has been proved in many studies within countries, and proven to be useful as an alternative of profitable investment strategy in some countries. This study use stocks that are included in LQ-45 index, Indonesian Stock Exchange, from 2004 to 2009 period as sample. As an addition of analyzing the existences of price momentum effect, this study also examining whether weighted relative strength strategy (WRSS) portfolio performed better in generating return compare to equally weighted portfolio.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7009 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia., 2010 |
|---|---|
| Edisi | - |
| Subjek | Shares Share prices Capital markets Stock return |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 74 p. , 16 p. : il. ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |