Ditemukan 3 dokumen yang sesuai dengan query
Rahmat Heru Setianto
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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 behavior in the indices, motivate us to use nonlinear
ESTAR unit root test procedure recently developed by Kapetanios et al. (2003) and Kruse (2011).
The nonlinear unit ...
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Universitas Airlangga, 2015
PDF
Artikel Jurnal Universitas Indonesia Library
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This paper investor reaction to the good news and bad news earnings announcements around earning announcements dates. The result show that investor react positively and significantly to the good news and bad news earnings announcements of 1998 and 1999 at the announcement dates, but respond negatively and significantly to the good news and bad news earnings announcements of year 2000. Statistically there is no significant difference in investor reaction to the good news ...
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Manajemen Usahawan Indonesia, XXXII (02) Februari 2003: 3-12, 2003
MUIN-XXXII-02-Feb2003-3
Artikel Jurnal Universitas Indonesia Library
Artikel Jurnal Universitas Indonesia Library
