Perubahan Musiman (Seasonality) Pasar Modal dan Efek Kontagion di Negara-negara ASEAN
This study was to investigate the contagion effect of seasonality in stock markets in the ASEAN region. The study employed the month-end closing prices of each country’s based stock market indexes over the period of January 1990 to December 2007. Using Granger causality test, the study found evidenc...
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Formato: | Artigo |
Idioma: | English |
Publicado em: |
Universitas Islam Indonesia
2011-03-01
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coleção: | Jurnal Siasat Bisnis |
Acesso em linha: | https://hmts.civil.uii.ac.id/JSB/article/view/2025 |