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Waelan Waelan
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Economics, Econometrics & Finance

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Kemampuan Memilih Saham dan Market Timing Manajer Investasi Reksa Dana Saham di Bursa Efek Indonesia Waelan Waelan
Jurnal Akuntansi dan Auditing Indonesia Vol. 12 No. 2 (2008)
Publisher : Accounting Department, Faculty of Business and Economics, Universitas Islam Indonesia

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Abstract

Purpose of this article is to analyze equity mutual fund investment manager ability in Indonesian Stock Exchange by applying quadratic timing factor. The result indicate that investment manager of equity mutual fund in Indonesian Stock Exchange have no security selection ability and have small positive market timing ability. At the individual fund level, there are 4 investment manager have security selection ability, 3 investment manager have market timing ability, and 1 investment manager have both. There are trade-off between security selection ability and market timing ability. Keywords: Equity mutual fund, security selection ability, market timing ability, and trade-off.
Persistensi Kinerja Reksa Dana Saham di Bursa Efek Indonesia Waelan Waelan
Jurnal Akuntansi dan Auditing Indonesia Vol. 13 No. 2 (2009)
Publisher : Accounting Department, Faculty of Business and Economics, Universitas Islam Indonesia

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The purpose of this article is to analyze performance persistence of equity mutual fund in Indonesian Stock Exchange (IDX) from January 1st 2002 to December 31st 2007 by applying single factor performance model (Jensen Model) for performance measurement and Pearson correlation for persistence measurement. There are performance persistence for monthly, quarterly, semi annually, annually, every two years, and three years. Short-term performance proved a little use to predicting respective performance. Long-term performance can be useful to predicting respective performance.Keywords:    Equity mutual fund, performance persistence, Jensen model, and Pearson correlation.
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