Analisis Mengenai Market Overreaction di Pasar Modal Indonesia (Studi Kasus pada Periode Tahun 2003 – 2005)  

Oleh:

Surya, Aristo ; Setiyaningrum, Ari

Jenis: Article from Journal - ilmiah nasional - tidak terakreditasi DIKTI - atma jaya
Dalam koleksi: Telaah Manajemen: Jurnal Riset & Konsep Manajemen vol. 4 no. 2 (Nov. 2009), page 141-165.
Topik: Market Overreaction; Price Reversal; Abnormal Return; Capital Market
Fulltext: Analisis mengenai Market Overreaction di Pasar Modal Indonesia.pdf (831.62KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: TT32.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada	Lihat Detail Induk
Perpustakaan PKPM Nomor Panggil: T39 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada	Lihat Detail Induk

Isi artikel

This research examines whether there is any market overreaction in Indonesia Capital Market during period 2003-2005. Market overreaction in this research means the short term overreaction indicated by stocks price reversal that has the highest positive and negative returns in one trading day. This market overreaction shows us that not only Indonesia Capital Market is efficient in weak form but this market overreaction shows us further that investors can take advantage by trading stocks that experienced price reversal. Investors can apply contrarian strategy to the stocks that experienced price reversal which will cause abnormal return.

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