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All Journal ETIKONOMI Habitus: Jurnal Pendidikan Sosiologi dan Antropologi Jurnal IPTEK Bagi Masyarakat
Tulus Haryono
Universitas Sebelas Maret
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Economics, Econometrics & Finance Education Mechanical Engineering Physics Public Health Social Sciences

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Journal : ETIKONOMI

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Investment Strategy Based on Bias Behavior and Investor Sentiment in Emerging Markets Dian Safitri Pantja Koesoemasari; Tulus Haryono; Irwan Trinugroho; Doddy Setiawan
ETIKONOMI Vol 21, No 1 (2022)
Publisher : Faculty of Economic and Business

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/etk.v21i1.22290

Abstract

This research's main objective is to select profitable investment strategies with the presence of sentiment investors in emerging markets, with behavior bias-based portfolio methods. The sample of 114 companies traded daily on IDX was conducted over three years with weekly data. This study uses pairwise comparison and OLS. The research results show that contrarian strategies are more profitable than momentum. Investors benefit when mild conditions are optimistic and more significant when the conditions are pessimistic. This research proves that investor sentiment in the market can distort investor investment decisions, even using the behavior-bias method. Therefore, forming a portfolio will be more appropriate based on biased behavior because it facilitates investment decision-making.How to Cite:Koesoemasari, D.S.P., Haryono, T., Trinugroho, I., Setiawan, D. (2022). Investment Strategy Based on Bias and Investor Sentiment in Ememerging Market. Etikonomi, 21(1), 1-10. https://doi.org/10.15408/etk.v21i1.22290.
Co-Authors Catur Sugiarto Doddy Setiawan Irwan Trinugroho, Irwan Koesoemasari, Dian Safitri Pantja Lisa Charisa Batara Pram Suryanadi Retno Tanding Suryandari Revy Lidiya Oni Marlina