MAGNITUDE DRIFT EFFECT WINNER AND LOSER STOCKS: LQ45 AND FTSE100
This research is aimed to examine and find out empirical evidence of magnitude drift effect on 10 winner LQ45, 10 loser LQ45, 5 winner FTSE100 Malaysia and 5 loser FTSE100 Malaysia. One sample t-test and independent sample t-test are used to test the magnitude drift effect. The result show the posit...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Department of Management, Faculty of Economics and Business, Universitas Surabaya
2018-10-01
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| Series: | Manajemen dan Bisnis |
| Subjects: | |
| Online Access: | https://www.journalmabis.org/mabis/article/view/147 |