IDEAS home Printed from https://ideas.repec.org/p/osf/osfxxx/4pbea.html
   My bibliography  Save this paper

Perbedaan Investasi Foreign Exchange Market Di Negara Asean-5 Melalui Analysis Indication Overreaction Dan Underreaction

Author

Listed:
  • Alamsyah, Lutvi

Abstract

ABSTRAK Penelitian ini bertujuan untuk mengamati kejadian overreaction, underreaction, serta calendar anomalies yang terdapat pada foreign exchange market di negara ASEAN-5. Penelitian ini mengacu kepada metode yang dilakukan pada penelitian Parikakis dan Syriopoulos (2008) dalam melihat ada tidaknya anomali yang terjadi pada foreign exchange market dengan melakukan uji terhadap average cumulative abnormalreturn dari tiap mata uang yang masuk sebagai objek penelitian dan juga mengamati pola extreme exchangerate changes yang terjadi berdasarkan pola harian dan bulan. Pada penelitian ini ditemukan bahwa terdapat indikasi danya gejala overreaction dan underreactionnamun tiadak signifikan statistik. Terdapat juga hasil yang mengambarkan adanya calendar anomalies pada kejadian extreme exchange rate changes namun hanya beberapa yang dapat dibuktikan signifikan secara statisitk. Dari hasil penelitian ini juga disimpulkan bahwa contrarian strategyakan terlalu beresiko jika digunakan dalam perdagangan pada foreign exchange market di negara ASEAN-5.

Suggested Citation

  • Alamsyah, Lutvi, 2017. "Perbedaan Investasi Foreign Exchange Market Di Negara Asean-5 Melalui Analysis Indication Overreaction Dan Underreaction," OSF Preprints 4pbea, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:4pbea
    DOI: 10.31219/osf.io/4pbea
    as

    Download full text from publisher

    File URL: https://osf.io/download/5c7c9fff58e63b0018d5936c/
    Download Restriction: no
    File URL: https://libkey.io/10.31219/osf.io/4pbea?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:osfxxx:4pbea. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://osf.io/preprints/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.