CD Skripsi

Analisis Perilaku Herding Di Bursa Efek Indonesia (Studi Kasus Pada Saham Lq-45 Dan Jakarta Islamic Index)

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ABSTRACT
Indonesia Stock Exchange provides conventional stocks and Sharia stocks
for investors who want to invest. Conventional stocks and Sharia stocks are
distinguished by several special characteristics that was in accordance with
Sharia principles. However, previous researchers have found that the market with
Sharia principles also to deviate and mimics behavioral finance in conventional
market. One of the behavioral finance is herding behavior.
This study aims to detect herding behavior and analyze whether there are
differences of herding behavior between LQ-45 and Jakarta Islamic Index stocks
in the Indonesia Stock Exchange. Totaling 20 sample companies that was
observed using the Cross Sectional Absolute Deviation (CSAD) method based on
quantile regression analysis and independent t-test to examine the differences of
herding behavior in these both stocks showed that herding behavior occurs on
LQ-45 stock in the up market condition, whereas herding behavior not found in
the down market condition. On the other hand, in the Jakarta Islamic Index stock
there was no indication of herding behavior in both market conditions.
The study results confirm that there are significant differences of herding
behavior between LQ-45 and Jakarta Islamic Index stocks in the Indonesia Stock
Exchange. Implication of this findings seem to indicate differences in behavior
based on Sharia principles being a factor in making investment decisions between
these both stocks.
Keywords: Herding Behavior, Cross-Sectional Absolute Deviation, Quantile
Regression

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

02 02. 120 (0054)

Penerbit

Pekanbaru : Universitas Riau – Fakultas Ekonomi dan Bisnis – Manajemen., 2020

Deskripsi Fisik

xii, 29 hlm.; ill.: 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

02 02. 120 (0054)

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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