Image of Analisis pengaruh volatilitas terhadap return saham perusahaan non-keuangan yang terdaftar di Bursa Efek Indonesia periode 2007-2011 : pendekatan exponentially weighted moving average (EWMA)

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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 NumberLocationAvailable
8523PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen, Fakultas Ekonomi Universitas Indonesia.,
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
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