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...
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Main Authors: | , |
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Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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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 |
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Institution: | Universitas Gadjah Mada |
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