Record Details


Field	Value

Title	Kinerja Portofolio Saham Berdasarkan Strategi Investasi Momentum di Pasar Modal Indonesia

Creator	Wiksuana, I Gst. Bgs.

Subject	— momentum investment strategy, stock portfolio performance

Description	This research analyzes stock portfolio performance based on momentum investment strategy in Indonesian capital market. The sample consists of public companies listed in the Jakarta Stock Exchange that were actively traded between the periods of December 2001 until December 2007. Sampling method used in this research is multiphase sampling method which is analyzed by using abnormal return stock portfolio performance and means difference statistical test. The results of the analysis show that momentum investment strategy can not be used by investors and investment managers to form stock portfolio. It can not produce a positive and significant difference in the performance of winner and loser stock portfolio Indonesian capital market.

Publisher	Institute of Research and Community Outreach - Petra Christian University

Contributor	—

Date	2009-12-11

Type	info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion —

Format	application/pdf

Identifier	http://jurnalmanajemen.petra.ac.id/index.php/man/article/view/17747 10.9744/jmk.11.1.pp. 73-84

Source	Jurnal Manajemen dan Kewirausahaan; Vol 11, No 1 (2009): MARCH 2009; pp. 73-84 1411-1438

Language	eng

Relation	http://jurnalmanajemen.petra.ac.id/index.php/man/article/view/17747/17667

Coverage	— — —

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