Sentimen Investor, Faktor Fundamental Makroekonomi dan Excess Return Pasar Saham di Indonesia

Sentimen Investor, Faktor Fundamental Makroekonomi dan Excess Return Pasar Saham di Indonesia

This study aims to examine the effect of investor sentimen and macroeconomic fundamentals on excess returns which are useful for decision making in optimizing portfolios. This study used the aggregate market with the aim of knowing the entire stock market in Indonesia, and used daily data during 202...

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Bibliographic Details
Main Authors: Lestari Ayu Angraini, Novita Sari Hutasoit, Gracia Shinta Ugut
Format: Article
Language:English
Published: Program Studi Administrasi Bisnis Fakultas Ilmu Sosial dan Ilmu Politik Universitas Merdeka Malang 2022-05-01
Series:Jurnal Bisnis dan Manajemen
Subjects:
sentimen investor, makro ekonomi, excess return, ihsg, garch
Online Access:https://jurnal.unmer.ac.id/index.php/jbm/article/view/7178

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