THE MACROECONOMIC SURPRISE EFFECTS ON LQ45 STOCK RETURN VOLATILITY
Surprise macroeconomic news causes high volatility in stock market return to the stock market becomes riskier. This study aims to analyze the effects of surprise from the announcement of the United States (US) and domestic macroeconomic news on the LQ45 stock returns volatility. There are 25 stocks...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
University of Brawijaya
2019-06-01
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Series: | Jurnal Aplikasi Manajemen |
Subjects: | |
Online Access: | https://jurnaljam.ub.ac.id/index.php/jam/article/view/1459 |