HUBUNGAN PERILAKU PERDAGANGAN INVESTOR DENGAN VOLUME PERDAGANGAN DI BURSA EFEK INDONESIA
This paper examines the relationship of investor�s trading behavior using data detailed transaction history-corporate edition demand and order history in Indonesia Stock Exchange during period of August, September and October 2005. Peculiarly, behavior placing of investor order at trading volume....
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2011
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| _version_ | 1826043527796097024 |
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| author | , Ema Yuliana Seipattiratu, SE. , Prof. Dr. Eduardus Tandelilin, MBA. |
| author_facet | , Ema Yuliana Seipattiratu, SE. , Prof. Dr. Eduardus Tandelilin, MBA. |
| author_sort | , Ema Yuliana Seipattiratu, SE. |
| collection | UGM |
| description | This paper examines the relationship of investor�s trading behavior using data detailed
transaction history-corporate edition demand and order history in Indonesia Stock Exchange
during period of August, September and October 2005. Peculiarly, behavior placing of investor
order at trading volume.
The result of this paper indicates that the pattern of trading volume is a U share. The
pattern indicates / means that investors have strong desires to places order at the opening and
compared to in a between trading periods. While the largest orders are of market at the opening
indicates that investor is more conservatively when opening, where many orders when opening
has not happened transaction to match. In order placement both investor share similar strategy,
that is, place large conservative orders at the opening if the market . By definition, informed
investors orders or which is to place larger than uninformed investors. If comparison of order
examined hence both investors behavior relatively changes over time. But, statistically shows
there is not ratio significant. This imply behavior trading of informed investors and uninformed
investors stable relative over time.
The result from regression analysis indicates that informed investors correlates to trading
volume in all time intervals, but not all investors correlates uninformed in every time interval.
This implies that investor order informed is more can explain trading volume pattern compared
to uninformed investor order in Indonesia Stock Exchange. Finally, a the result of regression also
show that order status match has greater role in determinied trading volume pattern intraday
especially informed match compared to with uninformed match. While amend, open and
withdraw con not / do not to determine intraday trading volume pattern. |
| first_indexed | 2024-03-13T22:05:08Z |
| format | Thesis |
| id | oai:generic.eprints.org:88791 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:05:08Z |
| publishDate | 2011 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:887912014-08-20T02:51:16Z https://repository.ugm.ac.id/88791/ HUBUNGAN PERILAKU PERDAGANGAN INVESTOR DENGAN VOLUME PERDAGANGAN DI BURSA EFEK INDONESIA , Ema Yuliana Seipattiratu, SE. , Prof. Dr. Eduardus Tandelilin, MBA. ETD This paper examines the relationship of investor�s trading behavior using data detailed transaction history-corporate edition demand and order history in Indonesia Stock Exchange during period of August, September and October 2005. Peculiarly, behavior placing of investor order at trading volume. The result of this paper indicates that the pattern of trading volume is a U share. The pattern indicates / means that investors have strong desires to places order at the opening and compared to in a between trading periods. While the largest orders are of market at the opening indicates that investor is more conservatively when opening, where many orders when opening has not happened transaction to match. In order placement both investor share similar strategy, that is, place large conservative orders at the opening if the market . By definition, informed investors orders or which is to place larger than uninformed investors. If comparison of order examined hence both investors behavior relatively changes over time. But, statistically shows there is not ratio significant. This imply behavior trading of informed investors and uninformed investors stable relative over time. The result from regression analysis indicates that informed investors correlates to trading volume in all time intervals, but not all investors correlates uninformed in every time interval. This implies that investor order informed is more can explain trading volume pattern compared to uninformed investor order in Indonesia Stock Exchange. Finally, a the result of regression also show that order status match has greater role in determinied trading volume pattern intraday especially informed match compared to with uninformed match. While amend, open and withdraw con not / do not to determine intraday trading volume pattern. [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , Ema Yuliana Seipattiratu, SE. and , Prof. Dr. Eduardus Tandelilin, MBA. (2011) HUBUNGAN PERILAKU PERDAGANGAN INVESTOR DENGAN VOLUME PERDAGANGAN DI BURSA EFEK INDONESIA. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=50863 |
| spellingShingle | ETD , Ema Yuliana Seipattiratu, SE. , Prof. Dr. Eduardus Tandelilin, MBA. HUBUNGAN PERILAKU PERDAGANGAN INVESTOR DENGAN VOLUME PERDAGANGAN DI BURSA EFEK INDONESIA |
| title | HUBUNGAN PERILAKU PERDAGANGAN INVESTOR
DENGAN VOLUME PERDAGANGAN DI BURSA EFEK
INDONESIA |
| title_full | HUBUNGAN PERILAKU PERDAGANGAN INVESTOR
DENGAN VOLUME PERDAGANGAN DI BURSA EFEK
INDONESIA |
| title_fullStr | HUBUNGAN PERILAKU PERDAGANGAN INVESTOR
DENGAN VOLUME PERDAGANGAN DI BURSA EFEK
INDONESIA |
| title_full_unstemmed | HUBUNGAN PERILAKU PERDAGANGAN INVESTOR
DENGAN VOLUME PERDAGANGAN DI BURSA EFEK
INDONESIA |
| title_short | HUBUNGAN PERILAKU PERDAGANGAN INVESTOR
DENGAN VOLUME PERDAGANGAN DI BURSA EFEK
INDONESIA |
| title_sort | hubungan perilaku perdagangan investor dengan volume perdagangan di bursa efek indonesia |
| topic | ETD |
| work_keys_str_mv | AT emayulianaseipattiratuse hubunganperilakuperdaganganinvestordenganvolumeperdagangandibursaefekindonesia AT profdreduardustandelilinmba hubunganperilakuperdaganganinvestordenganvolumeperdagangandibursaefekindonesia |