The Effect of futures index trading on volatility of LQ45 constituent stocks

The Effect of futures index trading on volatility of LQ45 constituent stocks

محفوظ في:

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون:	, HERAWATY, Hetty, , Dr. Mamduh M. Hanafi, MBA
التنسيق:	Theses and Dissertations NonPeerReviewed
منشور في:	[Yogyakarta] : Universitas Gadjah Mada 2003
الموضوعات:	ETD
الوصول للمادة أونلاين:	https://repository.ugm.ac.id/49145/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=10010
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

مواد مشابهة

Analisis perbandingan set yang efisien LQ-45 dan non LQ-45 periode tahun 2001-2005
بواسطة: , CHASANAH, Rina Nur, وآخرون
منشور في: (2006)

The behavior of stock price and trading volume toward changes in the index composition :: The study of LQ 45 index during 2006-2008 period
بواسطة: , ARDIANNOVA, Bagus, وآخرون
منشور في: (2009)

PORTFOLIO OPTIMIZATION ON STOCKS LISTED IN LQ45 INDEX USING MARKOWITZ AND SINGLE INDEX METHOD
بواسطة: Bernoully S Jefons, Newton

CORRELATION ANALYSIS BETWEEN STOCKS ON LQ45 INDEX WITH MINIMUM SPANNING TREE APPROACH
بواسطة: Ekapratama (NIM:10114064), Reinaldo

ANALISIS PERBANDINGAN PORTOFOLIO OPTIMAL MENGGUNAKAN GRAHAM SELECTION DENGAN PORTOFOLIO OPTIMAL SINGLE INDEX MODEL TERHADAP SAHAM-SAHAM LQ 45 PERIODE 2000-2010
بواسطة: , Luthfia Rahmani, وآخرون
منشور في: (2012)

ANALISIS PERBANDINGAN PORTOFOLIO OPTIMAL MENGGUNAKAN GRAHAM SELECTION DENGAN PORTOFOLIO OPTIMAL SINGLE INDEX MODEL TERHADAP SAHAM-SAHAM LQ 45 PERIODE 2000-2010
بواسطة: , Luthfia Rahmani, وآخرون
منشور في: (2012)

THE EFFECTS OF FOREIGN INVESTORS TOWARDS LIQUIDITY OF STOCK LISTED IN EMERGING STOCK MARKET: EVIDENCE FROM INDONESIA LQ45 INDEXS
بواسطة: Agasi Danuaji (19015092), Andre

BUILD EQUITY FUND USING LQ-45 STOCKS BASED ON BUSINESS CYCLE ISSUE Case Study using LQ45 Stocks Period 2009-2013
بواسطة: Dewi Sumaryana (NIM: 29111361) Pembimbing : Achmad Herlanto Anggono, MBA, Fitriana

EFFECT OF LISTING AND DELISTING FROM LQ45 INDEX TOWARDS PRICE OF A STOCK: A STUDY FROM INDONESIA STOCK EXCHANGE
بواسطة: Etantyo, Adrian

EFFECT OF FINANCIAL PERFORMANCE AND MACROECONOMIC CONDITIONS ON STOCK RETURN LQ45
بواسطة: Rizky Sukrianingrum, Novita

ANALYZING FINANCIAL RATIOS' IMPACT ON STOCKS RETURNS: CASE STUDY OF LQ45 INDEX 2014-2023
بواسطة: Vawzan Adhyma, Irsyad

THE EFFECT OF KEY FINANCIAL RATIOS TO SHARE RETURN IN THE COMPANIES LISTED ON LQ45 INDEX INDONESIAN STOCK EXCHANGE (IDX)
بواسطة: Anggraeni Novianti, Dwi

Price And Volume Effects Associated with changes in the LQ45 index and the MSCI equity index lists
بواسطة: Perpustakaan UGM, i-lib
منشور في: (2003)

Analisis pengaruh Beta, Book to Market, Size, PER terhadap Return pada perusahaan-perusahaan LQ45-BEJ
بواسطة: , NUGROHO, Teddy, وآخرون
منشور في: (2007)

COMOVEMENT AND VOLATILITY ANALYSIS USING THE WAVELET COHERENCE METHOD (CASE STUDY OF WORLD OIL, GOLD, AND RUPIAH EXCHANGE RATE PRICES FOR LQ45 STOCK PRICE INDEX)
بواسطة: Ahsanah, Adilah

COMOVEMENT AND VOLATILITY ANALYSIS USING THE WAVELET COHERENCE METHOD (CASE STUDY OF WORLD OIL, GOLD, AND RUPIAH EXCHANGE RATE PRICES FOR LQ45 STOCK PRICE INDEX)
بواسطة: Ahsanah, Adilah

Stock return as determinant of debt-equity ratio :: Companies listed in Indonesia's capital market (LQ 45 Index)
بواسطة: , WIJAYANTO, Nur Andi
منشور في: (2008)

THE RELATIONSHIP BETWEEN SELECTED FINANCIAL RATIOS AND STOCK RETURNS OF PUBLICLY LISTED CONSUMER COMPANIES IN LQ45 INDEX
بواسطة: Bernike Hutapea, Irene

ANALYSIS OF OPTIMAL STOCK PORTFOLIO FORMATION WITH SECTOR ROTATION INVESTMENT STRATEGY USING INDONESIAN LQ45 INDEX
بواسطة: Luthfi Firdaus Sudjana, M.

THE OPTIMAL PORTFOLIO OF STOCKS FOR GENERATION Z RETAIL INVESTORS USING THE SINGLE INDEX MODEL AND THE CONSTANT CORRELATION MODEL IN THE LQ45 INDEX
بواسطة: Maulidia Sultana G.W, Erlanda

THE IMPACT OF SIMEX FUTURES TRADING ON THE VOLATILITY OF THE MSCI HK INDEX
بواسطة: ALVIN TAN HENG LAI
منشور في: (2020)

Analysis of stability and predictability beta by using camp :: Empirical test on the LQ45 index
بواسطة: , WIBAWA, Budiman, وآخرون
منشور في: (2001)

Analyzes The Comovement of World Oil Prices And 5 Indonesian Stocks in LQ45 Index Through Wavelet Coherence Method
بواسطة: Amalia (NIM. 10213095), Qoniti

STOCK PRICE PREDICTION BANK SECTOR LQ45 INDEX USING SENTIMENT ANALYSIS AND LONG SHORT-TERM MEMORY
بواسطة: Rizki Samsul Ariefin, Muhammad

OPTIMAL PORTFOLIO CONSTRUCTION USING BITCOIN, GOLD, LQ45 INDEX, AND INDONESIA BOND INDEX
بواسطة: Syahid Nugraha, Wildan

Analisis pengaruh faktor fundamental dan faktor makro terhadap risiko sistematis :: Kasus perusahaan-perusahaan LQ 45 yang terdaftar di Bursa Efek Jakarta
بواسطة: , MERY, وآخرون
منشور في: (2008)

INVESTMENT STRATEGY USING MEAN REVERSION THEORY IN INDONESIAN LQ45 INDEX
بواسطة: 29116205, SAMUEL

GREEN DISCLOSURE AND INNOVATION TO CORPORATE LOAN: CASE OF LQ45 INDEX COMPANIES
بواسطة: Pendyala, Srinivas

LQ45 STOCK INDEX PREDICTION USING MACHINE LEARNING (BIDIRECTIONAL LONG-SHORT TERM MEMORY) METHOD WITH HYPERPARAMETER TUNNING
بواسطة: Timotius Oei, Michael

INVESTMENT PORTFOLIO OPTIMIZATION IN INDONESIA (STUDY ON: LQ-45 STOCK INDEX, GOVERNMENT BOND, UNITED STATES DOLLAR, GOLD AND BITCOIN)
بواسطة: Made Gede Abandi Semeru, I

Hidden in plain sight: The impact of stock index futures trading on spot market volatility of southeast and east asian economies
بواسطة: Campos, Michael Anthony S., وآخرون
منشور في: (2016)

THE RELATIONSHIPP OF FINANCIAL RATIOS, MARKET CAPITALIZATION, AND BETA ON THE RETURN OF LQ45 STOCKS
بواسطة: Lasma Bonatua, Hizkia

ANALYSIS ON PERFORMANCE COMPARISON BETWEEN CRYPTOCURRENCY INDEX 30, LQ45 INDEX AND GOLD AS ALTERNATIVE INVESTMENT
بواسطة: Putra Sulaeman, Nashrullah

Explaining stock splits in the Jakarta Stock Exchange :: Empirical test of signaling, liquidity, and volatility hypotheses
بواسطة: , YANNI, وآخرون
منشور في: (2002)

Short term overreaction in Indonesian and Australian Stock Market :: Case study LQ 45 and ASK 100
بواسطة: , YUDISTIRA, Eko, وآخرون
منشور في: (2005)

A COMPARISON OF MARKOWITZ, SINGLE INDEX AND MULTI INDEX MODELS TO CREATE AN OPTIMAL PORTFOLIO A CASE STUDY OF LQ45 STOCKS FOR THE PERIOD OF 2017-2021
بواسطة: Rinaldi Wandaru, Rizky

DESIGN OF LQ45 STOCK PORTFOLIO (FEBRUARY 2018 ÃâÃâ JULY 2018 PERIOD) WITH SINGLE INDEX MODEL IN INDONESIAN STOCK EXCHANGE
بواسطة: NIM 13414035, MICHELLE

THE IMPACT OF INFLATION AND REALWAGES ON GROSS PROFITMARGINS FOR LQ 45 COMPANIES IN INDONESIA STOCK EXCHANGE
بواسطة: KEZIA NJERI MUIRURI, 041142048
منشور في: (2014)

Pricing eficiency of exchange traded funds in Indonesia :: Early study Reksa Dana Premier ETF LQ-45
بواسطة: , WICAKSONO, Muhamad Ichsan, وآخرون
منشور في: (2008)

Intradaily Periodicity and Volatility Spillovers between International Stock Index Futures Markets
بواسطة: WU, Chunchi, وآخرون
منشور في: (2005)