Path: Top Journal Jurnal_Ekonomi 2004

Strategi momentum: Menciptakan peluang berinvestasi dengan Merekalola Data Berbasis Pasar

Jurnal Ekonomi, volume 8, no. 2, Juni 2004.
Journal from JIPTUNMERPP / 2008-01-09 09:44:51
Oleh : Sutrisno, Faculty_of_Economics_-_Merdeka_University_Malang (jurnalekonomi-feunmer@yahoo.com)
Dibuat : 2004-06-01, dengan file

Keyword : Accounting and finance, investment opportunity set, market based research, momentum strategy, winner and loser.

Developing capital market has facilitated the researchers to acces secondary data that are periodically published by stock exchange and related institutions. The recent study has documented that average return securities can be predicted based on historical price data. It means that the present security price was expected to relate to its past performance. An invesment strategy using momentum, by buying past winners portfolio and selling past losers, could result about one percent monthly in the next six months there wil be a "quantity momentum" in the security price. The results of of the discussion were expected to usefully contribute to support the growth of the accounting and finance literature especially that relate to the momentum strategy.

Deskripsi Alternatif :

Developing capital market has facilitated the researchers to acces secondary data that are periodically published by stock exchange and related institutions. The recent study has documented that average return securities can be predicted based on historical price data. It means that the present security price was expected to relate to its past performance. An invesment strategy using momentum, by buying past winners portfolio and selling past losers, could result about one percent monthly in the next six months there wil be a "quantity momentum" in the security price. The results of of the discussion were expected to usefully contribute to support the growth of the accounting and finance literature especially that relate to the momentum strategy.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiF
Nama KontakDra. Wiwik Supriyanti, SS
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NegaraIndonesia
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