ANALISIS CALENDAR ANOMALIES DI PASAR SAHAM INDONESIA TAHUN 1998 – 2018
ABSTRACT The Efficient Market Hypothesis Theory of Fama states that stock prices cannot be predicted by its movement tendency (random walk). In some stock markets, the movement of stock prices has a seasonal effect, which is the repetition of stock movements at a certain time that can be calle...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Sekolah Tinggi Ilmu Ekonomi Indonesia Surabaya
2021-06-01
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| Series: | Ekuitas: Jurnal Ekonomi dan Keuangan |
| Subjects: | |
| Online Access: | https://ejournal.stiesia.ac.id/ekuitas/article/view/4511 |