JANUARY EFFECT IN THE INDONESIAN STOCK EXCHANGE: COMPARISON OF BIG AND SMALL CAP STOCTKS

Researchers have detected in the financial markets the presence of the January effect, which refers to the historical patterns of higher returns in January than that of the other months (Feb-Dec). This study investigates that the existence of January effect on small capitalization stocks is much str...

Full description

Saved in:
Bibliographic Details
Main Authors: , Ardiansyah Japlani, , Dr. Suad Husnan, M.B.A.
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2012
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/99580/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55807
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Universitas Gadjah Mada
Be the first to leave a comment!
You must be logged in first