CD Skripsi

Analisis Overreaction Pada Saham Winner Dan Losser Di Bursa Efek Indonesia (Studi Kasus Indeks Lq-45 Periode Tahun 2016-2019)

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ABSTRACT
This study aims to determine whether there is a market overreaction phenomenon on the Indonesian stock exchange. This study uses two time periods, namely the semiannual and annual periods during 2016-2019. This study uses samples included in the LQ-45 index. Based on the Cumulative Abnormal Return (CAR) value, stocks are classified into two portfolios. The winner portfolio is one third of the stocks with the highest CAR value and the loser portfolio is one third of the stocks with the lowest CAR value. Symptoms of overreaction occur when the loser's portfolio is able to outperform the winner's portfolio. The results of the study found that there was a market overreaction phenomenon on the Indonesian Stock Exchange, especially for stocks belonging to the LQ-45 index, but only in the semiannual period. For the annual period there is no evidence of market overreaction.
Keywords : Market Overreaction, Winner-Losser Anomaly.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

1702113314

Penerbit

Pekanbaru : Universitas Riau – Fakultas Ekonomi Dan Bisnis – Manajemen., 2023

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

1702113314

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

DAUS

Versi lain/terkait

Lampiran Berkas

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