Article Per Year (5 Year)
p-Index From 2020 - 2025
0.702
P-Index
This Author published in this journals
All Journal Gadjah Mada International Journal of Business Sukma: Jurnal Pendidikan Syntax Idea Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences
Hendrawan Supratikno
Faculty of Economics, Satya Wacana Christian University, Salatiga
Religion Aerospace Engineering Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Computer Science & IT Economics, Econometrics & Finance Education Social Sciences

Published : 4 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Indonesian Exchange Traded Fund Performance Arianto, Radityo Fajar; Supratikno, Hendrawan; Ugut, Gracia Shinta S.; Hulu, Edison
Budapest International Research and Critics Institute (BIRCI-Journal): Humanities and Social Sciences Vol 4, No 3 (2021): Budapest International Research and Critics Institute August
Publisher : Budapest International Research and Critics University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33258/birci.v4i3.2282

Abstract

This study aims to examine the effect of index volatility, changes in market capitalization, volume, momentum and liquidity on the difference between net asset value (NAV) return with the benchmark indexreturn of ETFs in Indonesia individually. The sample from this study amounted to 19 ETFs with purposive sampling method for the period 1 January – 30 June 2020. The analytical tool used was multiple regression with time series data. The results of this study include that the volatility of the benchmark index is a significant factor for the six sample ETFs. Meanwhile, changes in market capitalization are not a significant factor affecting tracking error.
Co-Authors Arianto, Radityo Fajar Chandra Alamsyah Gracia S Ugut Hulu, Edison Khoiruddin Bashori Kristijono, Natali Hasto Moerdijat, Lestari Pramono, Rudy Setyo Hari Wijanto Sudibjo, Niko Tulus Tambunan