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Ditemukan 24265 dokumen yang sesuai dengan query
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Natalia, author
This paper empirically examines the effect of banks' revenue diversification on the stock-based return and risk measures using data on the ASEAN-5, and addition from China, Japan, and South Korea banking sector. This paper use panel Fixed Effect and robustness test with Random Effect and TSLS. We use non-interest income share as a...
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
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Artikel Jurnal  Universitas Indonesia Library
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Emenike O. Kalu, author
Modeling the correlation of assets returns volatilities across different markets or segments of a market has practical value for portfolio selection and diversification, market regulation, and risk management. This paper therefore evaluates the nature of time-varying correlation between volatilities of stock market and crude oil returns in Nigeria using Dynamic Conditional Correlation-Generalised Autoregressive Conditional...
Rhema University Nigeria, Department of Banking and Finance, 2015
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Artikel Jurnal  Universitas Indonesia Library
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Rahmat Heru Setianto, author
This paper empirically examines the efficient market hypothesis (EMH) in the Islamic stock market namely Jakarta Islamic Index by emphasizing on the random walk behavior and nonlinearity. In the first step, we employ Brock et al. (1996) test to examine the presence of nonlinear behavior in Jakarta Islamic Index. The evidence of nonlinear...
Universitas Airlangga, 2015
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Artikel Jurnal  Universitas Indonesia Library
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Hunik Sri Runing Sawitri, author
We investigate the impact of the presence of women in top management on bank performance controlling for bank specific factors, ownership and governance. By making use of sample of 70 Indonesian banks in a cross section study, we find strong evidence that the presence of women in the executives is negatively associated with...
Faculty of Economics and Business Universitas Sebelas Maret,, 2016
AJ-Pdf
Artikel Jurnal  Universitas Indonesia Library
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Siti Saadah, author
Following the blueprint of the ASEAN integration 2015, the integration of the financial markets in this region will increase. This study investigates the existence of a volatility spillover from the Singaporean stock market into Indonesia, including its transmission pattern. Singapore, as an advanced country in the ASEAN region, has played an important role...
Atmajaya Catholic University, Faculty of Economics., 2013
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Artikel Jurnal  Universitas Indonesia Library
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Amanda Melissa Christiana, author
In this paper, we analyze the empirical relationship between stock return and trading volume based on stock market cycles. Using daily data for Jakarta Composite Index (JCI) closing price and trading volume from 2010 to 2014, we identify the bull and bear phases, then we analyze the return– volume relationship in both contemporaneous...
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
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Artikel Jurnal  Universitas Indonesia Library
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Zaafri Ananto Husodo, author
This research proposes a numerical approach in estimating the trend of behavior of this market. This approach is applied to a model that is inspired by catalytic chemical model, in terms of differential equations, on four composite indices, New York Stock Exchange, Hong Kong Hang Seng, Straits Times Index, and...
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2015
AJ-Pdf
Artikel Jurnal  Universitas Indonesia Library
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Helma Malini, author
Shari’ah stock market is also affected by many highly interrelated economic, social, political and other factor, same as the conventional stock market, the interaction between macroeconomic variables and Shari’ah stock market creating volatility in the stock price as a response towards several shocks. The sensitivity of Shari’ah stock market towards shocks happened related...
Tanjungpura University, Faculty of Economy, 2014
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Artikel Jurnal  Universitas Indonesia Library
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Fariz Rahmanto, author
This article contributes to country specific result on the responses of sector stock indices to crude oil price changes. Using linear and asymmetric models and by studying the association of crude oil and stock price, this article aims to explain about the short-term responses of Indonesian sector stock indices to crude oil price...
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
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Artikel Jurnal  Universitas Indonesia Library
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Ho Viet Tien, author
This paper investigated the impact of seasoned equity offerings (SEO) on stock return of listed companies in Ho Chi Minh City market using the method “event study” which has been basically formed by Campbell, Lo, and MacKinlay (1997). The sample includes 332 SEOs from 2007 to 2010. The main findings show evidence that...
Ho Chi Minh City, Vietnam. University of Economics., 2013
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Artikel Jurnal  Universitas Indonesia Library
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