INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective
This study has two research objectives: (1) to find evidence whether investment decisions (allocation of funds in each asset in a portfolio) of Indonesian investors in the short investment horizon diverge with their investment decisions in the long investment horizon, and (2) to examine the belief o...
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[Yogyakarta] : Universitas Gadjah Mada
2008
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| author | Perpustakaan UGM, i-lib |
| author_facet | Perpustakaan UGM, i-lib |
| author_sort | Perpustakaan UGM, i-lib |
| collection | UGM |
| description | This study has two research objectives: (1) to find evidence whether investment decisions (allocation of funds in each asset in a portfolio) of Indonesian investors in the short investment horizon diverge with their investment decisions in the long investment horizon, and (2) to examine the belief of Indonesian investors in the mean reversion. This study analyzes the investment horizon from a behavioral point of view by examining the influence of investment horizon on investment decision and mean reversion in Indonesia. We employed the students of Master of Science, Master of Management, and Doctorate Programs at the Faculty of Economics and Business, Universitas Gadjah Mada, Indonesia as the sample in this research. Of the 217 questionnaires delivered, 172 questionnaires were completely filled and utilized in this study. The main findings of this study are as follows: (1) it is significantly proved that Indonesian investors are inclined to assume higher portfolio risk in the longer investment horizon than that in the shorter investment horizon |
| first_indexed | 2024-03-13T19:06:39Z |
| format | Article |
| id | oai:generic.eprints.org:28380 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T19:06:39Z |
| publishDate | 2008 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:283802014-06-18T00:24:55Z https://repository.ugm.ac.id/28380/ INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective Perpustakaan UGM, i-lib Jurnal i-lib UGM This study has two research objectives: (1) to find evidence whether investment decisions (allocation of funds in each asset in a portfolio) of Indonesian investors in the short investment horizon diverge with their investment decisions in the long investment horizon, and (2) to examine the belief of Indonesian investors in the mean reversion. This study analyzes the investment horizon from a behavioral point of view by examining the influence of investment horizon on investment decision and mean reversion in Indonesia. We employed the students of Master of Science, Master of Management, and Doctorate Programs at the Faculty of Economics and Business, Universitas Gadjah Mada, Indonesia as the sample in this research. Of the 217 questionnaires delivered, 172 questionnaires were completely filled and utilized in this study. The main findings of this study are as follows: (1) it is significantly proved that Indonesian investors are inclined to assume higher portfolio risk in the longer investment horizon than that in the shorter investment horizon [Yogyakarta] : Universitas Gadjah Mada 2008 Article NonPeerReviewed Perpustakaan UGM, i-lib (2008) INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective. Jurnal i-lib UGM. http://i-lib.ugm.ac.id/jurnal/download.php?dataId=11443 |
| spellingShingle | Jurnal i-lib UGM Perpustakaan UGM, i-lib INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective |
| title | INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective |
| title_full | INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective |
| title_fullStr | INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective |
| title_full_unstemmed | INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective |
| title_short | INVESTMENT HORIZON TO INVESTMENT DECISION AND MEAN REVERSION Indonesian Perspective |
| title_sort | investment horizon to investment decision and mean reversion indonesian perspective |
| topic | Jurnal i-lib UGM |
| work_keys_str_mv | AT perpustakaanugmilib investmenthorizontoinvestmentdecisionandmeanreversionindonesianperspective |