The Role of Speculative Factor in the Indonesian Stock Price Determination

The Role of Speculative Factor in the Indonesian Stock Price Determination

This study observes the speculative element in the price determination and its mean reverting pattern. The existence of speculative element in the Indonesian stock market price determination was proven. Exponential Generalized Auto Regressive Conditional Heteroscedasticity (EGARCH) method indicates...

Full description

Bibliographic Details
Main Author: Soemarso Slamet Rahardjo
Format: Article
Language:English
Published: Universitas Indonesia 2015-04-01
Series:Economics and Finance in Indonesia
Subjects:
Speculative
Capital Market
Shares Pricing
Demand for Shares
Investment Decision
Online Access:http://efi.ui.ac.id/index.php/efi/article/view/498

Internet

http://efi.ui.ac.id/index.php/efi/article/view/498

Similar Items