Ditemukan 6 dokumen yang sesuai dengan query
Melati Laksmindra Isnandari, author
ABSTRAK
This study examines the capability of stock from various industries to act as an inflation-hedge instrument, specifically in eight emerging-market Asian countries. By using monthly data for the period from 2001 to 2014, this study focuses on the relation between stock returns and inflation. The results of this study indicate...
Depok: FEUI - Management Research Center (MRC), 2017
330 ICMR 9:1 (2017)
Artikel Jurnal Universitas Indonesia Library
Kim-Sin Teh, author
ABSTRAK
The study analyzes the beta-return characteristic, considering the asymmetric beta behavior in the up market versus the down market for the Bursa Malaysia (BM). This study uses a sample period from 2001-2015 with two dual-beta models, the capital asset pricing model (CAPM), and the Fama-French, three-factor (FF3F) model, to examine...
Depok: FEUI - Management Research Center (MRC), 2017
330 ICMR 9:1 (2017)
Artikel Jurnal Universitas Indonesia Library
Chee-Hong Law, author
ABSTRAK
This paper examines the linkages between residential property prices and residential property loans in Malaysia from 1999 to 2015. Even though residential properties are a basic necessity, there are few studies that estimate the long-run and short-run relationships between loans and price levels in residential properties in Malaysia. The estimations...
Depok: FEUI - Management Research Center (MRC), 2017
330 ICMR 9:1 (2017)
Artikel Jurnal Universitas Indonesia Library
Shahmansuri-Esfandyara, author
Depok: FEUI - Management Research Center (MRC), 2017
330 ICMR 9:1 (2017)
Artikel Jurnal Universitas Indonesia Library
Doddy Setiawan, author
ABSTRAK
We investigated the effect of changes in CEO position on subsequent firm performance by studying 91 CEO turnovers in Indonesia. Our results show that firm performance decreases during the turnover year. Moreover, the incoming CEO does not increase firm performance in subsequent years. Indeed, there is evidence that firm performance...
Depok: FEUI - Management Research Center (MRC), 2017
330 UI-ICMR 9:1 (2017)
Artikel Jurnal Universitas Indonesia Library
ABSTRAK
This study examines an association od risk and returns of REIT's from Malaysian REIT's listed companies. The secondary data for analysis is retrieved from Bloomberg's Database of all 13 listed REIT's in the Bursa Malaysia main market for three year period, from 2007 to 2009 with quarterly observation. The...
Depok: FEUI - Management Research Center (MRC), {s.a}
330 ICMR
Majalah, Jurnal, Buletin Universitas Indonesia Library
