How the Indonesia Stock Exchange Reacts to Information: A Speed of Adjustment Coeficients Study

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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Bibliographic Details
Main Author:	Yessy Peranginangin
Format:	Article
Language:	English
Published:	Universitas Indonesia 2014-08-01
Series:	Indonesian Capital Market Review
Online Access:	http://journal.ui.ac.id/index.php/icmr/article/view/3631

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