Kemampuan Memilih saham dan Market Timing Manajer Investasi Reksa Dana Saham di Bursa Efek Indonesia  

Oleh:

Waelan

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Jurnal Akuntansi & Auditing Indonesia vol. 12 no. 2 (Dec. 2008), page 167-176.
Topik: Equity mutual fund; security selection ability; Market timing ability; and Trade-off.

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: AA70.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Purpose of this article is to analyze equity mutual fund investment manger ability in Indonesian Stock Exchange by applying quadratic timing factor. The result indicate that investment manager of equity mutual fund in Indonesia Stock Exchange have no security selection ability and have small positive market timing ability. At the individual fund level, there are 4 investment manager have security selection ability, 3 investment manager have market timing ability, and 1 investment manager have both. There are trade-off between security selection ability and market timing ability.

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