Kinerja
Vol 8, No 2 (2004): Kinerja

ANALISIS STATIONERITAS BETA DI BURSA EFEK JAKARTA

Husein, M. Fakhri (Unknown)

Article Info

Publish Date
25 Jan 2017

Abstract

This research tries to explore the issue of beta stationarity on Jakarta Stock Exchange. The tests indicate that the stationarity beta is dependent on the estimation interval. Investor will be better off using a longer estimation period. Understanding beta make it easier for investors to predict their future investments. By using 92 samples listed in BEJ, correlation analysis convey that beta tends not to stay in the same risk class from one period to the next.Keywords: Stasionarity, Beta, correlation coefficient

Copyrights © 2004




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Journal Info
Kinerja
Website

Abbrev

kinerja

Publisher

Universitas Atma Jaya Yogyakarta

Subject

Economics, Econometrics & Finance

Description

KINERJA (ISSN Online: 2549-1709; ISSN Printed: 0853-6627) is an international journal published twice a year in March and September, hosted and managed by the Faculty of Business and Economics, Universitas Atma Jaya Yogyakarta. It was first published in June 1996. KINERJA provides a forum for ...