Text
Analisis pengaruh volatilitas terhadap return saham perusahaan non-keuangan yang terdaftar di Bursa Efek Indonesia periode 2007-2011 : pendekatan exponentially weighted moving average (EWMA)
This research is classified as asset pricing study that conducted in order to identify the relationship between particular risk and return. Volatility is a natural proxy for risk. In this research, volatility estimated with Expected Weighted Moving Average (EWMA) method. We used the EWMA Method because it has been approved as the most accurate method to calculate volatility and the nature of volatility that varies over time. The results show that volatility has an impact on stock return and positively significantly related.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 8523 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen, Fakultas Ekonomi Universitas Indonesia 2013 |
|---|---|
| Edisi | - |
| Subjek | Stock return Asset pricing Volatility Non financial firm |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 153 p. : il. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |