How the Indonesia Stock Exchange Reacts to Information: A Speed of Adjustment Coeficients Study
This study applies the ARMA model to estimate the speed of adjustment coeficients, as suggested by Theobald and Yallup &a...
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| Format: | Article |
| Language: | English |
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Universitas Indonesia
2014-08-01
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| Series: | Indonesian Capital Market Review |
| Online Access: | http://journal.ui.ac.id/index.php/icmr/article/view/3631 |