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Tingkat Inefisiensi Harga Exchange-Traded Fund Dengan Aset Dasar Saham Di Bursa Efek Indonesia
This study aims to determine the level of price inefficiency on Exchange-Traded Fund products that have an underlying asset of shares in Indonesia. In this study, there are eight samples of ETFs whose data were taken from 2015 to 2019. The variable used to determine the level of inefficiency is the deviation resulting from the difference between market prices and NAV. Furthermore, this study also looks for the long-term relationship between market prices and NAV. The results found are that there is a difference between the market price and the NAV, but the majority of the difference is lost in one trading day. Then for the variable that leads the price to equilibrium, there are five samples that have NAV as the price leader, and the remaining three are market prices..Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 13242 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI., 2022 |
|---|---|
| Edisi | - |
| Subjek | Market price Price Inefficiency Deviation |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xv, 75 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |