Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal Indonesian Financial Review
Andi Sopandi
Pamulang University
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Higher Order Moment of IDXNONCYC on Stock Return PT Nippon Indosari Corpindo Tbk Predictability Iman Lubis; Syamruddin Syamruddin; Andi Sopandi
Indonesian Financial Review Vol. 2 No. 1 (2022)
Publisher : YPPP AL-AMSI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55538/ifr.v2i1.11

Abstract

This study predicts the stock return's of PT Nippon Indosari Tbk with higher order moment of IDXNONCYC. The research method used is time series. Data used are ratios. The tool used is GARCH (1,1). The results are the IDXNONCYC coskewness and cokurtosis lag 1 are significant predicting the stock return’s PT Nippon Indosari Corporindo Tbk. However, IDXNONCYC risk premium lag 1 short fall to predict .
Co-Authors Iman Lubis Syamruddin Syamruddin