Pembuktian Return Momentum dan Kontarian pada Saham Syariah

The purpose of this paper are to examine and analyse returns of momentum and contarian portofolio on Islamic stocks listed on the Jakarta Islamic Index 30 (JII 30) for the period 2010-2018. The method used in this study is Jagedeesh and Titmant (1993). Winner portfolio is formed by buying stocks wi...

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Bibliographic Details
Main Authors: Nanda Nanda, Fajri Adrianto
Format: Article
Language:English
Published: The Management Institute, Faculty of Economics, Universitas Andalas 2020-05-01
Series:AMAR (Andalas Management Review)
Subjects:
Online Access:http://amareview.fekon.unand.ac.id/index.php/amar/article/view/9