ANALISIS RESPON HARGA DAN KESAMAAN GERAK (COMOVEMENT) PADA PERUBAHAN INDEKS DI BURSA EFEK INDONESIA

• Main Authors: , Abdur Rafik, , I Wayan Nuka Lantara, Ph. D.
• 格式: Theses and Dissertations NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2013
• 主題: ETD
• 在線閱讀: https://repository.ugm.ac.id/120865/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=60903

The purpose of this study is to examine the presence of price response and comovement in the context of stocks addition and stocks deletion in Indonesia. Demand-based hypothesis of price response assumes that there will be no price change of stocks that added to and deleted from index due to irrelev...