Profitabilitas Strategi Momentum di Bursa Efek Indonesia (Periode Januari 2003 – Desember 2007)

Momentum trading strategy present challenges to the concept of efficient market theory. Many studies investigate the profitability of momentum trading strategy in international and domestic equity market and evidence has shown that this strategy could lead to abnormal profit. The purpose of this pa...

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Bibliographic Details
Main Author: B Yuliarto Nugroho
Format: Article
Language:English
Published: Universitas Islam Indonesia 2008-12-01
Series:Jurnal Siasat Bisnis
Online Access:https://jurnal.uii.ac.id/JSB/article/view/3936