STRATEGI PERDAGANGAN SAHAM DENGAN ANALISIS TEKNIS : PENGUJIAN PROFITABILITAS SINYAL SEBELUM TANGGAL PUBLIKASI LABA

Sulistiawan, Dedhy (2010) STRATEGI PERDAGANGAN SAHAM DENGAN ANALISIS TEKNIS : PENGUJIAN PROFITABILITAS SINYAL SEBELUM TANGGAL PUBLIKASI LABA. In: Proceedings The 7th Ubaya International Annual Symposium on Management : Winning New Customers Through Value and Networking, University of Surabaya, 20.

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Abstract

The main purpose of this research is try to examine the profitability of technical analysis that arise before earnings announcements date. Using data from publication date in 2005,2006,2007 and 2008, this research show the evidence that those indicators can anticipate information that will be published in the announcements. All of the indicators, RSI(10)- SMA(10), SMA(10), and dual SMA(10,20), produce profit using data before announcements. It means that investors/stock traders can use this indicators as a trading strategy. Another results, this research finds a tendency that there is information leakage on earnings announcements.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: Earnings Announcements, Trading Strategy, Technical Analysis
Subjects: H Social Sciences > HJ Public Finance
Divisions: Faculty of Business and Economic > Department of Accounting
Depositing User: Karyono
Date Deposited: 20 Feb 2012 03:59
Last Modified: 24 Feb 2012 04:30
URI: http://repository.ubaya.ac.id/id/eprint/148

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