Wijaya, Romi (2016) FAKTOR-FAKTOR PENENTU HERDING. Skripsi thesis, UNIVERSITAS TARUMANAGARA.
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Romi Wijaya 115120075 JA.pdf Download (557kB) |
Abstract
Herding Behavior is an irrational investor behavior, because investors do not make investment 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 Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | FE Perpus |
| Date Deposited: | 16 May 2023 01:52 |
| Last Modified: | 16 May 2023 01:52 |
| URI: | http://repository.untar.ac.id/id/eprint/39872 |
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