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Analisis pengaruh likuiditas saham terhadap tingkat pengembalian saham di Bursa Efek Indonesia sebagai salah satu emerging equity market periode 2004 - 2008
This paper is trying to examine the relationship between stock liquidity and stock return in Indonesia Stock Exchange as one of emerging equity market. Stock liquidity is measured by trading value, turnover ratio, and turnover-volatility ratio. This research utilized monthly data in period of January 2004 until February 2008. The result shows that two of three stock liquidity variables have a positive significant relationship with stock return in Indonesia Stock Exchange. This result is inappropriate with the liquidity based on asset pricing theory which tells that there is a negative relation between stock liquidity and stock returns, but it supports of Jun et al. (2002) that there is an oddity in the relationship of stock liquidity and stock returns in emerging market countries.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7010 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia., 2010 |
|---|---|
| Edisi | - |
| Subjek | Stock return Asset pricing Emerging market Liquiditay |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xv., 139 p. : il ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |