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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Detalhes bibliográficos
Autor principal: Dwipraptono Agus Harjito
Formato: Artigo
Idioma:English
Publicado em: Universitas Islam Indonesia 2011-03-01
coleção:Jurnal Siasat Bisnis
Acesso em linha:https://hmts.civil.uii.ac.id/JSB/article/view/2025