MABIS: Manajemen dan Bisnis
Vol 15, No 1 (2016): MARCH 2016

BLACK SWANS ANOMALIES TESTING ON INDONESIA STOCK EXCHANGE

Christianto, Eman (Unknown)
Murhadi, Werner Ria (Unknown)

Article Info

Publish Date
01 Mar 2016

Abstract

This Research aim to know Black Swan Anomalies happen in BEI to stock indexes LQ45 make overreaction and make price reversal and winner-loser anomalies. to test abnormal return use One Sample T-test and to know overreaction so make price reversal and winner-loser anomalies use Paired Sample T-Test. Based on result and discussion concluded that Black Swan Anomalies come on in BEI for stock indexes and effect Black Swan Anomalies are bleed and blowup make happen overreaction so make price reversal and winner-loser anomalies happen in BEI for stock indexes LQ45.

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Journal Info
MABIS: Manajemen dan Bisnis
Website

Abbrev

mabis

Publisher

Universitas Surabaya

Subject

Economics, Econometrics & Finance Social Sciences

Description

Manajemen & Bisnis (MABIS) is an open access journal with ISSN 1412-3789 and e-ISSN 2477-1783. The editorial board invites authors and experts to publish and share their ideas through scientific and empirical research in the field of Management and Business. The major objective of the publication is ...