Dapatkah Strategi Kontrarian Diterapkan Di Pasar Modal Indonesia? (Pengujian Amman Winner-Loser di Bursa Efek Jakarta)
ABSTRACT The fluctuation of of stock prices, in many occassions, are related to so called t anomalies. One of those anomalies is known as a winner-loser anomaly. A -loser anomaly is identified when stocks that initially earned extremely positive al returns (winners) or extremely negative abnormal re...
Main Author: | |
---|---|
Format: | Article |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
1998
|
Subjects: |