ANALISIS INTRADAY SAHAM WINNER DAN LOSER DI BURSA EFEK INDONESIA

Hermanto, Julia Ferry and Mahadwartha, Putu Anom (2020) ANALISIS INTRADAY SAHAM WINNER DAN LOSER DI BURSA EFEK INDONESIA. ANALISIS INTRADAY SAHAM WINNER DAN LOSER DI BURSA EFEK INDONESIA, 1 (1). pp. 11-20.

[thumbnail of file paper intraday]
Preview
PDF (file paper intraday)
julian ferry-intraday-keluwih.pdf - Published Version

Download (402kB) | Preview
Official URL / DOI: https://doi.org/10.24123/soshum.v1i1.2704

Abstract

This study investigates anomaly intraday effect in winner and loser stock which listed at Bursa Efek Indonesia. Using frequency of daily transaction of the stock and cumulative actual return to choose winner and loser stock, this study found that stocks which are winner in the past tend to be a loser stock in present, otherwise, stocks which are loser in the past tend to be a winner stock in present. This study also found that winner and loser stocks tend to produce the highest abnormal return in 15 minutes before first session's closing until first session's closing of trading day as well as winner and loser stocks tend to produce the lowest abnormal return in 15 minutes before closing until closing of trading day.

Item Type: Article
Subjects: H Social Sciences > HG Finance
Divisions: Postgraduate Programs > Master Program in Management
Depositing User: Putu Anom mahadwartha 31140
Date Deposited: 09 Aug 2017 09:17
Last Modified: 24 Mar 2021 16:23
URI: http://repository.ubaya.ac.id/id/eprint/30550

Actions (login required)

View Item View Item