[Skripsi ini membahas tentang pengaruh munculnya informasi fundamental ke dalam bursa
saham di Indonesia terhadap perilaku investor yang dilihat dari aktifitas herding yang
terjadi di dalam bursa. Untuk melihat ada tidaknya perilaku herding, metode perhitungan
Cross-Sectional Absolute Deviation (CSAD) digunakan sebagai acuan dalam penelitian.
Penelitian ini menggunakan variabel return IHSG, Fama Three-factor model, serta tanggal
munculnya informasi fundamental yang masuk ke dalam bursa khususnya pada sector hasil
industri untuk konsumsi. Penelitian ini menghasilkan kesimpulan bahwa informasi
fundamental tidak berpengaruh secara signifikan pada sector hasil industry untuk konsumsi.
Pada penelitian ini juga terdapat implikasi manajerial serta saran untuk penelitian selanjutnya;This study discusses the effect of fundamental information towards investor behavior in
Indonesia stock market. In this study, herding behavior measured using Cross-sectional
Absolute Deviation (CSAD). Market return, Fama Three-factor Model, and particular date
when fundamental information published set as independent variable and using CSAD as
dependent variable . In this study, there is also a managerial implications and suggestions
for further research;This study discusses the effect of fundamental information towards investor behavior in
Indonesia stock market. In this study, herding behavior measured using Cross-sectional
Absolute Deviation (CSAD). Market return, Fama Three-factor Model, and particular date
when fundamental information published set as independent variable and using CSAD as
dependent variable . In this study, there is also a managerial implications and suggestions
for further research;This study discusses the effect of fundamental information towards investor behavior in
Indonesia stock market. In this study, herding behavior measured using Cross-sectional
Absolute Deviation (CSAD). Market return, Fama Three-factor Model, and particular date
when fundamental information published set as independent variable and using CSAD as
dependent variable . In this study, there is also a managerial implications and suggestions
for further research;This study discusses the effect of fundamental information towards investor behavior in
Indonesia stock market. In this study, herding behavior measured using Cross-sectional
Absolute Deviation (CSAD). Market return, Fama Three-factor Model, and particular date
when fundamental information published set as independent variable and using CSAD as
dependent variable . In this study, there is also a managerial implications and suggestions
for further research, This study discusses the effect of fundamental information towards investor behavior in
Indonesia stock market. In this study, herding behavior measured using Cross-sectional
Absolute Deviation (CSAD). Market return, Fama Three-factor Model, and particular date
when fundamental information published set as independent variable and using CSAD as
dependent variable . In this study, there is also a managerial implications and suggestions
for further research]
S60719-george michael chuck norris .pdf :: Unduh