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Fenomena Market Overreaction di Bursa Efek Indonesia

Management Analysis Journal · Vol. 4 No. 1 (2015)

DOI
10.15294/maj.v4i1.7209
ISSN
2502-1451, 2252-6552
Terbit
2015-03-08
Penerbit
Universitas Negeri Semarang
Bahasa
eng

Abstrak

This research examines the market overreaction in Indonesia Stock Exchange from 2009 to 2013. The population in this research are all of the companies that list in Indonesia Stock Exchange. The sample are stocks which are belonging to active stocks, it is determined by purposive sampling method. Market overreaction are measured by abnormal return and indicated with ACAR loser portfolio outperformed of ACAR winner portfolio. The result on quarterly period, semester period, and year period showed that loser portfolio outperformed winner portfolio. Value of the statistic tasting with one sample t test more than 0,05. This research concluded that there are market overreaction in Indonesia Stock Exchange and it’s not happens constantly

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22 penulis · 28 tautan kepenulisan bersama · 1 lintas organisasi

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  • State University of Semarang
  • Diponegoro University
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Rekan penulisOrganisasiArtikel bersama
Moh KhoiruddinState University of Semarang1
Ketut SudarmaState University of Semarang1
Ascariena RafindaState University of Semarang1
Anindya ArdiansariState University of Semarang1
Fafurida FafuridaState University of Semarang1
Harjum MuharamDiponegoro University1
Elsa Nur Rizky FayzatyState University of Semarang1
Kris Brantas AbiprayuState University of Semarang1
Erisa Aprilia WicaksariState University of Semarang1
Nabila Rifa HanifahState University of Semarang1
Siti BarokahAfiliasi tidak diketahui1
Riski AmaliyahAfiliasi tidak diketahui1
Dina Christina RaharjoState University of Semarang1
Iwan FadilahState University of Semarang1
Chakimatuzzahroh ChakimatuzzahrohState University of Semarang1
Nur ChalimahState University of Semarang1
Kharisma ZuliardiState University of Semarang1
Sari Fitri FatimahState University of Semarang1
Bibit RobiatunState University of Semarang1
Elisa FajarwatiState University of Semarang1

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Sumber metadata: OAI-PMH (metadata jurnal) https://journal.unnes.ac.id/sju/index.php/maj/oai, pertama di-harvest 6 Nov 2026, terakhir terlihat 6 Nov 2026.
Metadata asli (oai_dc) 
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	<dc:title xml:lang="en-US">Fenomena Market Overreaction di Bursa Efek Indonesia</dc:title>
	<dc:creator>Maharani, Santi</dc:creator>
	<dc:creator>Witiastuti, Rini Setyo</dc:creator>
	<dc:description xml:lang="en-US">This research examines the market overreaction in Indonesia Stock Exchange from 2009 to 2013. The population in this research are all of the companies that list in Indonesia Stock Exchange. The sample are stocks which are belonging to active stocks, it is determined by purposive sampling method. Market overreaction are measured by abnormal return and indicated with ACAR loser portfolio outperformed of ACAR winner portfolio. The result on quarterly period, semester period, and year period showed that loser portfolio outperformed winner portfolio. Value of the statistic tasting with one sample t test more than 0,05. This research concluded that there are market overreaction in Indonesia Stock Exchange and it’s not happens constantly</dc:description>
	<dc:publisher xml:lang="en-US">Universitas Negeri Semarang</dc:publisher>
	<dc:date>2015-03-08</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en-US">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.unnes.ac.id/sju/maj/article/view/7209</dc:identifier>
	<dc:identifier>10.15294/maj.v4i1.7209</dc:identifier>
	<dc:source xml:lang="en-US">Management Analysis Journal; Vol 4 No 1 (2015): Management Analysis Journal</dc:source>
	<dc:source>2502-1451</dc:source>
	<dc:source>2252-6552</dc:source>
	<dc:source>10.15294/maj.v4i1</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://journal.unnes.ac.id/sju/maj/article/view/7209/5002</dc:relation>
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