Management Analysis Journal
Vol 4 No 1 (2015): Management Analysis Journal

FENOMENA MARKET OVERREACTION DI BURSA EFEK INDONESIA

Maharani, Santi (Unknown)
Witiastuti, Rini Setyo (Unknown)

Article Info

Publish Date
08 Mar 2015

Abstract

This research examines the market overreaction in Indonesia Stock Exchange from 2009 to 2013. The population in this research are all of the companies that list in Indonesia Stock Exchange. The sample are stocks which are belonging to active stocks, it is determined by purposive sampling method. Market overreaction are measured by abnormal return and indicated with ACAR loser portfolio outperformed of ACAR winner portfolio. The result on quarterly period, semester period, and year period showed that loser portfolio outperformed winner portfolio. Value of the statistic tasting with one sample t test more than 0,05. This research concluded that there are market overreaction in Indonesia Stock Exchange and it’s not happens constantly

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Journal Info
Management Analysis Journal
Website

Abbrev

maj

Publisher

Universitas Negeri Semarang

Subject

Decision Sciences, Operations Research & Management

Description

Management Analysis Journal (MAJ) is an open-access electronic journal focusing on scientific work on the field of business. This journal applies the theory developed from business research and connects it to actual business situations. The articles within this journal are published quarterly ...