Investasi: Komparasi Strategi Buy & Hold dengan Pendekatan Teknikal

Natica, Ardani and Murhadi, Werner Ria and Deddi, Marciano (2012) Investasi: Komparasi Strategi Buy & Hold dengan Pendekatan Teknikal. Jurnal Akuntansi & Keuangan, 14 (1). pp. 32-44. ISSN 1411-0288

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Abstract

This research aims to analyse effectivity of technical analysis moving average compare to buy and hold strategy on index LQ-45 (as emerging market) and S&P500 (as developed market). Using descriptive approach, this research analysed by metastock program with moving average exponential crossovers method. This research data samples use LQ45 and S&P500 from year 2001-2011. The findings of this research indicate that technical analysis more effective when economic situation on crisis (bearish). Whereas buy and hold strategy more effective on good economic condition (bullish). The results consistent for LQ-45 and S&P500. Keywords: technical analysis, moving average, efficient market hypothesis, buy and hold strategy, LQ-45, S&P500

Item Type:	Article
Uncontrolled Keywords:	technical analysis, moving average , efficient market hypothesis, buy and hold strategy
Subjects:	H Social Sciences > HG Finance
Divisions:	Faculty of Business and Economic > Department of Accounting
Depositing User:	Werner R. Murhadi 31124
Date Deposited:	26 Sep 2014 06:03
Last Modified:	24 Sep 2024 08:39
URI:	http://repository.ubaya.ac.id/id/eprint/20912

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