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This Author published in this journals
All Journal Journal The Winners Binus Business Review Enrichment : Journal of Management
Agustini Hamid
Bina Nusantara University
Economics, Econometrics & Finance Social Sciences

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Journal : Binus Business Review

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Accuracy Combination Test of Classical and Modern Technical Analysis: A Case Study in Stock of PT Wijaya Karya Tbk Agustini Hamid
Binus Business Review Vol. 7 No. 1 (2016): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v7i1.1465

Abstract

The research aimed to measure the accuracy and combination of Classic and Modern Technical Analysis. PT Wijaya Karya Tbk (WIKA)’s stock in two periods is the sample of research. Technical analysis was used to predict stock prices by observing changes in historical share price. Practically, technical analysis is divided into Classic Technical and Modern. Research was conducted by library study and using a computer software. Microsft Excel was used for the simulation and Chart Nexus for analyzing Modern Technical Analysis. The research period started in January 1, 2013 until December 31, 2013 and January 1, 2014 until December 31, 2014. The Classic Technical Analysis used Support, Resistance, Trendline, and Flag Patern. Meanwhile for Modern Technical Analysis used Moving Average, Stochastic, Moving Average Convergence Divergence (MACD) indicator. The Classical Technical Analysis gave less result than Modern Technical Analysis. The classical give 14 investment decisions in two periods. The average return of Classical Technical is 15,50%. Meanwhile the Modern Technical Analysis gave 18 investment decisions in two periods. The average return of Modern Technical is 18,14%. Combining Classic Technical Analysis and Modern Technical Analysis gave 20 investment decisions with the average rate of return 20,41%.
Tick Size Implementation of Kompas 100 Index at Indonesia Stock Exchange Agustini Hamid
Binus Business Review Vol. 7 No. 3 (2016): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v7i3.1498

Abstract

Tick Mechanism was included in market microstructure. It studied the process which investors’ latent demands were ultimately translated into prices and volumes. This research reviewed the theoretical, empirical, and experimental literature on market microstructure relating to return, volatility, and liquidity after implementation of new tick size in Indonesia Stock Exchange (IDX). The study took a sample of Kompas 100 index because it was represented all level of tick size at IDX. The data were analyzed using differences test with analysis tools e-views. Using Wilcoxon Signed Rank Test, there were not significance difference of volatility, return, and liquidity after the implementation of new tick size. The difference of implementation new tick size were contrary results that old tick size has a positive value to return and liquidity while it was negative for volatility. It means that increasing of liquidity and return have the impact to volatility. While the implementation of new tick size has the negative impact to return, liquidity, and volatility.
Co-Authors Lulu Elika