PERBANDINGAN KAPITALISASI PASAR PORTOFOLIO SAHAM WINNER DAN LOSER SAAT TERJADI ANOMALI WINNER-LOSER
Capital market anomaly showed that there was an anomaly in efficient capitalmarket hypothesis. One of its types was price reversal phenomenon, which showed that previouswinner portfolio became loser portfolio and vice versa. Price reversal phenomenon was alsoknown as overreaction market hypothesis (...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Merdeka Malang
2017-03-01
|
| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/930 |