NOISE AS THE IMPACT OF TRADING MECHANISM AND PERIODIC CLEARING PROCEDURES: SUBSTANTIVE EVIDENCE FROM INDONESIA STOCK EXCHANGE
Sumiyana (2007b) investigates that noises occurred in Indonesia Stock Exchange. Especially, Sumiyanas' research concludes that noise over trading and nontrading period, along with overnight and lunch break nontrading session, and thefirst and second trading session, had occurred However, Sumiya...
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[Yogyakarta] : Universitas Gadjah Mada
2009
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