Wichtiger Beitrag
██████████████░ ︀Loading… ︀99% ︀➵ ＷＷＷ.ＤＡＴＥ４ＦＵＱ.ＣＯＭ?_ebook-rowland-b-f-pasaribu-mm-koreksi-bias-koefisien-beta-di-bursa-efek-indonesia
- Permalink
- Kommentieren
- Kommentare sind geschlossen
This research aim to clarify deflect value of beta-stock coefficient enlisted Indonesian Stock Exchange and correction to the diffraction value by Scholes & Williams, Dimson, and also Fowler & Rorke method. The result indicate that beta-stock value is deflect, others result form normality-test also confirm the abnormal of return distribution. Adequate correction method for abnormal return distribution is Scholes And Williams with correct period 2 lag and 3 lead, while for normal distribution is Fowler-Rorke method with correct period 3 lag and 1 lead.
Stichwörter:
nonsyncronous-trading, thin tradings, bias, emerging market, trimming
Beiträge und Kommentare
Gelöschter User