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All Journal Gadjah Mada International Journal of Business Jurnal Pendidikan Ekonomi & Bisnis Syntax Literate: Jurnal Ilmiah Indonesia Al Qalam: Jurnal Ilmiah Keagamaan dan Kemasyarakatan JURNAL AKUNTANSI KEUANGAN DAN MANAJEMEN Dinasti International Journal of Economics, Finance & Accounting (DIJEFA) Indonesian Capital Market Review IIJSE Jurnal Keamanan Nasional
Ruslan Prijadi
Faculty Of Economics And Business, Universitas Indonesia
Religion Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Law, Crime, Criminology & Criminal Justice Mathematics Social Sciences Other

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Journal : Indonesian Capital Market Review

 1 
Ambiguity towards Multiple Historical Performance Information Signals: Evidence from Indonesian Open-Ended Mutual Fund Investors Loeis, Haris Pratama; Prijadi, Ruslan
The Indonesian Capital Market Review Vol. 7, No. 2
Publisher : UI Scholars Hub

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Abstract

This study focuses on the behavior of open-ended mutual fund investors when encountered with multiple information signals of mutual fund’s historical performance. The behavior of investors can be reflected on their decision to subscribe or redeem their funds from mutual funds. Moreover, we observe the presence of ambiguity within investors due to multiple information signals, and also their reaction towards it. Our finding shows that open-ended mutual fund investors do not only have sensitivity towards past performance information signals, but also have additional sensitivity towards the ambiguity of multiple information signals. Because of the presence of ambiguity, investors give more consideration to negative information signals and the worst information signal in their investment decisions.
Return Spillover of Asian REITs Hestiawan, Leviana; Prijadi, Ruslan
The Indonesian Capital Market Review Vol. 12, No. 2
Publisher : UI Scholars Hub

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This research examines the relationship and direction of return spillover of Asian REITs, between REITs and local stock markets, and its effect towards REIT returns. The samples are from Hong Kong, Japan, South Korea, Malaysia, Singapore, Thailand, and Taiwan. This research uses Diebold and Yilmaz’s technique to measure the relationship and direction of return spillover between asset classes. The method also uses OLS regression to test the effects of return spillover on REIT returns. The results show that connectedness between Asian markets is low. Japan and Singapore are the strongest influencers. Low connectedness was also found between REITs and the local stock market. In general, net return spillover from Asian REIT markets significantly influence REITs’ return. The results imply that the growth of REIT markets depends on the attractiveness of capital markets in a country. Regulators in developing countries need to improve the capital market environment to enable REIT markets to flourish.
Co-Authors Allo, Elisabeth Brilliant Fani, Asad Arsya Chatib, Chotib Dr. Andi M. Alfian Parewangi Gilang Ramadhan Herlitah Herlitah, Herlitah Hernawati, Cindy Hestiawan, Leviana Jelita, Sheila Frizqia Loeis, Haris Pratama Nur Fatwa, Nur Nurdin Sobari Nurul Huda Purwanto, Agus Sulih Rambat Lupiyoadi Rusyda, Rania Taufiqurrochman Taufiqurrochman Tiara, Lydia Yuyun Istavirti