Image of Analisis determinan kecondongan tingkat pengembalian pasar (Skewness of market return) : studi empiris negara berkembang pada periode 2007-2011

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Analisis determinan kecondongan tingkat pengembalian pasar (Skewness of market return) : studi empiris negara berkembang pada periode 2007-2011

This study analyzed the determinant of the skewness of market return indices in some developing countries such as Bangladesh, China, Philippines, India, Indonesia, Korea, Malaysia, Pakistan, Thailand and Turkey, by using variables such as the return, volatility of return, skewness of return, trading volume, volatility of trading volume, and skewness trading volume by considering the possibility of an indirect relationship between the variables. This study uses regression and vector autoregression (VAR), and it showed that trading volume has positive effect on the skewness of return either directly or indirectly.Ada tabel

Ketersediaan

Call NumberLocationAvailable
8229PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Share valuation
Capital market
Stock return
Trading volume
Market return
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xvii, 137 p. ; diagr 30 cm
Info Detail Spesifik -
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