Jurnal Akuntansi & Auditing Indonesia
Vol. 13 No. 2 (2009)

Persistensi Kinerja Reksa Dana Saham di Bursa Efek Indonesia

Waelan Waelan (Unknown)

Article Info

Publish Date
01 Dec 2009

Abstract

The purpose of this article is to analyze performance persistence of equity mutual fund in Indonesian Stock Exchange (IDX) from January 1st 2002 to December 31st 2007 by applying single factor performance model (Jensen Model) for performance measurement and Pearson correlation for persistence measurement. There are performance persistence for monthly, quarterly, semi annually, annually, every two years, and three years. Short-term performance proved a little use to predicting respective performance. Long-term performance can be useful to predicting respective performance.Keywords:    Equity mutual fund, performance persistence, Jensen model, and Pearson correlation.

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Journal Info
Jurnal Akuntansi & Auditing Indonesia
Website

Abbrev

JAAI

Publisher

Universitas Islam Indonesia

Subject

Economics, Econometrics & Finance

Description

JURNAL AKUNTANSI & AUDITING INDONESIA (JAAI) is published by Accounting Department, Faculty of Economics, Islamic University of Indonesia and Supported by IAI-KAPd (Ikatan Akuntan Indonesia - Kompartemen Akuntan Pendidik). Published twice a year on June and December, JAAI is a media of communication ...