Is There Any Sectoral Cointegration in Indonesia Equity Market?
This research analyzes short and medium-run cointegration relationship among 9 sectoral indices in Indonesia equity market (JCI), using 2012-2016 weekly closing prices as the data. Researchers analyzed the relationship among these sectors using Johansen-Julius Cointegration Test and predict the caus...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Prasetiya Mulya Publishing
2018-03-01
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| Series: | International Research Journal of Business Studies |
| Subjects: | |
| Online Access: | http://irjbs.com/index.php/jurnalirjbs/article/view/1241 |