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Winner Loser Anomaly in Indonesia

Management Analysis Journal · Vol. 7 No. 2 (2018) · hlm. 139–151

DOI
10.15294/maj.v7i2.22988
ISSN
2502-1451, 2252-6552
Terbit
2018-06-06
Penerbit
Universitas Negeri Semarang
Bahasa
eng

Abstrak

This research examines the market overreaction on the mining companies listed in Indonesia Stock Exchange from 2013 to 2017. The population in this research are all of the mining companies that list in the Indonesia Stock Exchange. The sample are selected according to the criteria of purposive sampling method. Market overreaction are measured by the abnormal return and indicated with ACAR loser portfolio outperformed of ACAR winner portfolio. The result shows that the ACAR loser portfolio doesn’t outperform of ACAR winner portfolio. The significance value of one sample t-test more than 0,05. This research conclude that the overreaction phenomenon on the mining companies in Indonesia Stock Exchange was not found.

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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">Winner Loser Anomaly in Indonesia</dc:title>
	<dc:creator>Amelia, Rizki</dc:creator>
	<dc:creator>Wijayanto, Andhi</dc:creator>
	<dc:description xml:lang="en-US">This research examines the market overreaction on the mining companies listed in Indonesia Stock Exchange from 2013 to 2017. The population in this research are all of the mining companies that list in the Indonesia Stock Exchange. The sample are selected according to the criteria of purposive sampling method. Market overreaction are measured by the abnormal return and indicated with ACAR loser portfolio outperformed of ACAR winner portfolio. The result shows that the ACAR loser portfolio doesn’t outperform of ACAR winner portfolio. The significance value of one sample t-test more than 0,05. This research conclude that the overreaction phenomenon on the mining companies in Indonesia Stock Exchange was not found.</dc:description>
	<dc:publisher xml:lang="en-US">Universitas Negeri Semarang</dc:publisher>
	<dc:date>2018-06-06</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/22988</dc:identifier>
	<dc:identifier>10.15294/maj.v7i2.22988</dc:identifier>
	<dc:source xml:lang="en-US">Management Analysis Journal; Vol 7 No 2 (2018): Management Analysis Journal; 139-151</dc:source>
	<dc:source>2502-1451</dc:source>
	<dc:source>2252-6552</dc:source>
	<dc:source>10.15294/maj.v7i2</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://journal.unnes.ac.id/sju/maj/article/view/22988/11906</dc:relation>
	<dc:rights xml:lang="en-US">Copyright (c) 2018 Management Analysis Journal</dc:rights>
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