BEHAVIOR OF STOCK PRICE VARIABILITY OVER TRADING AND NONTRADING PERIODS, AND DAILY RETURN VOLATILITY
This study examined the behavior of stock price variability over trading and nontrading periods, and daily return volatility. This study used intraday data in Indonesia Stock Exchange. Sample was taken from the firms listed in LQ 45 indexes for the year of 1999 - 2006. The behavior of stock price va...
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[Yogyakarta] : Universitas Gadjah Mada
2007
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