Kemampuan Volume Transaksi dalam Memprediksi Future Return  

Oleh:

Kurniasari, Widuri

Jenis: Article from Journal - ilmiah nasional - tidak terakreditasi DIKTI
Dalam koleksi: Manajemen Usahawan Indonesia vol. XXXVI no. 05 (2007), page 37-43.
Topik: Trading Volume; Future Return

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: MM15.28 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

The paper investigates the effect of trading volume on future return in Jakarta Stock Exchange by using 376 active stock during 2002 — 2004 period. The finding indicate that stocks experiencing unusually high (low) trading volume tend to appreciate (depreciate) over the course of the following period. In other words, it appears that trading volume have predictive power over future return. In fact, this shows that stock experiencing positive volume shocks subsequently generate positive abnormal returns, whereas stocks experiencing negative Volume shocks subsequently generate abnormal returns.

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