STUDI OVERREACTION EFFECT PADA BURSA EFEK INDONESIA

Rini Larasati Irawan, - (2023) STUDI OVERREACTION EFFECT PADA BURSA EFEK INDONESIA. S3 thesis, Universitas Pendidikan Indonesia.

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Abstract

Penelitian ini bertujuan untuk mengetahui adanya terjadinya overreaction effect pada sebelas sektor di bursa efek Indonesia, dan untuk mengetahua apakah terdapat volatlitas overreaction effect pada sebelas sektor saham di bursa efek Indonesia. Metode penelitian yang dilakukan dalam penelitian ini dengan menggunakan metode penelitian dilakukan, dalam penelitian ini dilakukan uji t dilakukan untuk melihat hasil Average Excess Cumulative Return, serta perhitungan standar deviasi dilakukan pada Grand Average Excess Cumulative Return untuk melihat bagaimana angka dalam tabel standar deviasi selama periode penelitian. Didapatkan hasil penelitian bahwa Sebagian besar sektor dalam penelitian terjadi overreacition effect dan terdapat volatilitas overreaction pada standar deviasi yang terjadi selama perhitungan periode penelitian. Terjadi overreaction effect ekstrim pada dua sektor saham yaitu pada sektor saham teknologi dan sektor saham consumer non-cyclical. This study aims to determine whether there is an overreaction effect in eleven sectors on the Indonesia stock exchange and to find out whether there is an overreaction effect volatility in eleven stock sectors on the Indonesian stock exchange. The research method used in this research was using the research method used. In this study, the t-test was carried out to see the results of the Average Excess Cumulative Return, and the standard deviation calculation was carried out on the Grand Average Excess Cumulative Return to see how the numbers in the standard deviation table were during the study period. The results showed that most of the sectors in the study experienced an overreaction effect, and there was overreaction volatility at the standard deviation that occurred during the calculation of the study period. There was an extreme overreaction effect in two stock sectors: the technology stock sector and the non-cyclical consumer stock sector.

Item Type:	Thesis (S3)
Additional Information:	SINTA ID: 5994754 SINTA ID: 5991816 SINTA ID: 5995836
Uncontrolled Keywords:	AECR, GAECR, Overreaction Effect, Volatilitas Overreaction AECR, GAECR, Overreaction Effect, Overreaction Volatlity.
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Fakultas Pendidikan Ekonomi dan Bisnis > S3 Manajemen
Depositing User:	Rini Larasati Irawan
Date Deposited:	25 Sep 2023 02:40
Last Modified:	25 Sep 2023 02:40
URI:	http://repository.upi.edu/id/eprint/107887

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