Faktor-faktor penentu herding / Romi Wijaya

Wijaya, Romi (2016) Faktor-faktor penentu herding / Romi Wijaya. Skripsi thesis, Universitas Tarumanegara.

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Abstract

Herding behavior is an irrational investor behavior, because investors do not make incestment decisions based on economic fundamentals of risky assets, but based on others investor in the same condition, or following market consensus. This study is analyzing the effect of market efficiency, trading volume and return to herding behavior by using a sample of companies which listed on the stock index LQ-45 during period of 2011-August 2015. The reason research using LQ-45 index is the share of liquidity, market capitalization high, has a high-frequency trading. Then analysis of the effect of market efficiency, trading volume and return to herding behavior will be conducted using LSV method. The result of this study shows that market efficiency, trading volume and return gives positive effect to all investors in herding behavior.

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: Puskom untar untar
Date Deposited: 29 Jun 2018 07:42
Last Modified: 29 Jun 2018 07:42
URI: http://repository.untar.ac.id/id/eprint/2263

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