JOURNAL

Layanan journal yang disediakan oleh Perpustakaan Universitas Gunadarma

ANALYSIS OF ASSET GORWTH ANOMALY ON CROSS-SECTION STOCK RETURNS: EVIDENCE FROM INDONESIA STOCK EXCHANGE

Judul Artikel:ANALYSIS OF ASSET GORWTH ANOMALY ON CROSS-SECTION STOCK RETURNS: EVIDENCE FROM INDONESIA STOCK EXCHANGE
Judul Terbitan:Mini Economica(Media Komunikasi Ilmu Ekonomi)
ISSN:0216971
Bahasa:IND
Tempat Terbit:Depok
Tahun:0000
Volume:Vol. 45 Issue 0000
Penerbit:Fakultas Ekonomi Universitas Indonesia
Frekuensi Penerbitan:
Penulis:Muhammad Iqbal, Buddi Wibowo
Abstraksi:Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequent periods. This study finds that an equally-weighted low-growth portfolio outperforms high-growth portfolio by average 0.75
Kata Kunci:Asset Growth Anomaly; Asset Growth Effect; Stock Returns
Lokasi:P160
Terakreditasi:belum