Image of Investment strategy based on bias behavior and investor sentiment in emerging markets

Text

Investment strategy based on bias behavior and investor sentiment in emerging markets

This research's main objective is to select profitable investment strategies with the presence of sentiment investors in emerging markets, with behavior bias-based portfolio methods. The sample of 114 companies traded daily on IDX was conducted over three years with weekly data. This study uses pairwise comparison and OLS. The research results show that contrarian strategies are more profitable than momentum. Investors benefit when mild conditions are optimistic and more significant when the conditions are pessimistic. This research proves that investor sentiment in the market can distort investor investment decisions, even using the behavior-bias method. Therefore, forming a portfolio will be more appropriate based on biased behavior because it facilitates investment decision-making..

Ketersediaan

Call NumberLocationAvailable
PSB lt.2 - Karya Akhir1
Penerbit JURNAL EKONOMI.,
Edisi -
Subjek Emerging market
Investor sentiment
Bias behavior
Ivestment strategy
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik -
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
Lampiran Berkas Tidak Ada Data