Abnormal Returns Before and After the January Effect

Y Fajriah, E Jumady, S Alam - ATESTASI: Jurnal Ilmiah Akuntansi, 2021 - jurnal.feb-umi.id
This research aims to see if there is a difference in LQ45 share abnormal returns before and
after the January effect. The non-probability sampling method was used in this study, and …

Herding Behavior dan Heuristic Bias pada Keputusan Investasi Nasabah Bank Syariah Indonesia

N Erianda, M Muzakir, CD Maulidasari - Jurnal Bisnis Dan Kajian …, 2023 - jurnal.utu.ac.id
Penelitian ini bertujuan untuk melihat dan menganalisis pengaruh herding behaviour dan
heuristic bias terhadap keputusan investasi pada nasabah Bank Syariah Indonesia KC …

Value at Risk of Momentum Investment Strategy: Indonesia's Liquid Stocks Portfolio

RB Pasaribu - Jurnal Manajemen Indonesia, 2019 - papers.ssrn.com
The capability of momentum investment strategy was explore through portfolio risk reduction
by value at risk method at liquid stock collection in Indonesia stock exchange period 2008 …

COVID-19: EFEK PADA SAHAM YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (JII)

VI Bintari, DL Kusnandar - Procuratio: Jurnal …, 2022 - ejournal.pelitaindonesia.ac.id
COVID-19 has affected communities, businesses and organizations globally, automatically
affecting financial markets and economies. This led to a significant decline in capital market …

Abnormal Return Momentum Pada Saham Syariah Di Jakarta Islamic Indeks

N Nanda, F Adrianto - Jurnal Ilmiah Mahasiswa Ekonomi Manajemen, 2019 - jim.usk.ac.id
Penelitian ini mencoba untuk melihat abnormal return portofolio momentum pada saham
syariah yang terdaftar di Jakarta Islamic Indeks 30 (JII 30) untuk periode 2010-2018. Metode …

STRATEGI MOMENTUM DAN STRATEGI VOLATILITAS MOMENTUM PADA SAHAM INDEKS LQ 45

N Nanda - Jurnal Ilmu Manajemen, 2021 - journal.unesa.ac.id
This study looks at the return of the momentum strategy and the momentum volatility strategy
of stocks listed on the LQ 45 Index for the 2010-2019 period. The method used in this …

A Study on short momentum phenomenon

WR Murhadi, DYP Abrianto - 16th International Symposium on …, 2019 - atlantis-press.com
This study aimed at examining the phenomenon of short-term momentum in the Southeast
Asian capital market. The sample capital markets were Singapore, Thailand, and Indonesia …

[PDF][PDF] Pembuktian Return Momentum dan Kontarian pada Saham Syariah

𝐅 𝐀𝐝𝐫𝐢𝐚𝐧𝐭𝐨 - Management, 2020 - academia.edu
The purpose of this paper are to examine and analyse returns of momentum and contarian
portofolio on Islamic stocks listed on the Jakarta Islamic Index 30 (JII 30) for the period 2010 …

ABNORMAL RETURN MOMENTUM DAN KONTARIAN PADA SAHAM SYARIAH DI JAKARTA ISLAMIC INDEKS

N Nanda - 2019 - scholar.unand.ac.id
Penelitian ini mencoba untuk melihat abnormal return portofolio momentum dan kontarian
pada saham syariah yang terdaftar di Jakarta Islamic Indeks 30 (JII 30) untuk periode 2010 …

[PDF][PDF] BNORMAL RETURN WITH JANUARY EFFECT IN LQ45 COMPANIES ON BURSA EFEK INDONESIA

A Pramukti, MSA Basalamah - THE 1 ST–2023 INTERNATIONAL … - researchgate.net
This study aims to analyze whether there are differences in the abnormal return of LQ45
company stock before and after the January effect. The sampling technique used in this …