Ditemukan 2 dokumen yang sesuai dengan query
Harald Kinateder, author
ABSTRAK
We use a generalized autoregressive conditional heteroskedasticity dummy approach
to analyze the influence of calendar anomalies on conditional daily returns and risk
for the stock markets of Brazil, Russia, India, China, and South Africa from 1996 ...
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:2 (2019)
Artikel Jurnal Universitas Indonesia Library
Helma Malini, author
This paper investigates the existence of two anomalies in Indonesia and Malaysia Shari’ah compliance;
the month of the year and pre-holiday effect, and their implication for stock market efficiency.
Investing in Shari’ah compliant is different from investing in conventional stock. Conventional stock
market follows the capital market set of rules and law, while...
Tanjungpura University, Faculty of Economy, 2014
PDF
Artikel Jurnal Universitas Indonesia Library
