MARKET OVERREACTION, SIZE EFFECT ATAU LIQUIDITY EFFECT? STUDI PADA BURSA EFEK INDONESIA

MARKET OVERREACTION, SIZE EFFECT ATAU LIQUIDITY EFFECT? STUDI PADA BURSA EFEK INDONESIA

This paper examines whether the anomalies of market overreaction and size effect and or liquidity effect occur on the Indonesia Stock Exchange.We also test the anomalies over short period and longer-term period. The  sample of this research comprises of stocks listed in the KOMPAS 100 index from Jan...

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Bibliographic Details
Main Authors: Danes Quirira Octavio, I Wayan Nuka Lantara
Format: Article
Language:English
Published: Universitas Udayana 2014-02-01
Series:Jurnal Manajemen, Strategi Bisnis dan Kewirausahaan
Subjects:
abnormal return, market overreaction, size effect, liquidity effect
Online Access:http://ojs.unud.ac.id/index.php/jmbk/article/view/8052

Internet

http://ojs.unud.ac.id/index.php/jmbk/article/view/8052

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