Pengujian overreaction terhadap harga saham perusahaan pertambangan di bursa efek indonesia
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Institusion
Universitas Katolik Musi Charitas
Author
Wicaksono, Albertus Dwi
Subject
H Social Sciences (General)
Datestamp
2021-11-25 04:13:01
Abstract :
Researches about market overreact toward stock value emphasize that there is phenomenon of stock value reversal which have negative return for same period of time and then move toward positive return, at the other hand high- return stocks for while become worse and stock value go down. Hypothesize about this overreact usually use winner portfolio as parameter for stock value which have good performance and loser portfolio for the bad one. The objective of this research is to know market overreact toward company stock at BEI. This research reexamine, is there a market overreact toward stock value in 2010-2012 using market adjusted model. Sample divide into two group; 20 companies as winner portfolio and 10 companies for loser portfolio. The result show that market overreact signed loser porfolio exceed winner portfolio in 2012, after that both of groups stock value movement quite stabil. Independence analysis sample t-test indicate there is no significant difference between average return group of winner stock and loser stock.
Researches about market overreact toward stock value emphasize that there is phenomenon of stock value reversal which have negative return for same period of time and then move toward positive return, at the other hand high- return stocks for while become worse and stock value go down. Hypothesize about this overreact usually use winner portfolio as parameter for stock value which have good performance and loser portfolio for the bad one. The objective of this research is to know market overreact toward company stock at BEI. This research reexamine, is there a market overreact toward stock value in 2010-2012 using market adjusted model. Sample divide into two group; 20 companies as winner portfolio and 10 companies for loser portfolio. The result show that market overreact signed loser porfolio exceed winner portfolio in 2012, after that both of groups stock value movement quite stabil. Independence analysis sample t-test indicate there is no significant difference between average return group of winner stock and loser stock.
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EA-2013-091006-cover.pdf
EA-2013-091006-abstract.pdf
EA-2013-091006-complete.pdf
EA-2013-091006-summary_id.pdf
EA-2013-091006-tableofcontent.pdf
EA-2013-091006-chapter1.pdf
EA-2013-091006-chapter2.pdf
EA-2013-091006-chapter3.pdf
EA-2013-091006-chapter4.pdf
EA-2013-091006-conclusion.pdf
EA-2013-091006-reference.pdf
EA-2013-091006-attachment.pdf
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