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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 Number | Location | Available |
|---|---|---|
| 8229 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia 2013 |
|---|---|
| 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 | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |