Anomalies Pada Pasar Modal Asia  

Oleh:

Kamaludin

Jenis: Article from Journal - ilmiah nasional - tidak terakreditasi DIKTI
Dalam koleksi: Jurnal Manajemen Akuntansi & Sistem Informasi MAKSI vol. 9 no. 1 (Jan. 2009), page 16-29.
Topik: Emerging market; GARCH; ANOVA; market anomaly; weekend effect turn of the month effect; and turn of the years effect

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: MM72 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Anomaly phenomena in many stock markets show various research findings. The different research findings are largely dependent on time and method used. Most of Asian Stock Markets are emerging capital market. The objective of this research are to analysis market anomaly, especially those of weekend effect, turn of the month effect, and turn of the years effect Asian Stock markets. The analysis methods used to test market anomalies are GARCH and ANOVA.

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