Ribka, Feilien Jenifer and Regina, Stephanie and Isabel, Valerie (2020) Pengaruh lottery stock terhadap stock return. Bachelor thesis, Universitas Pelita Harapan.
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Abstract
Penelitian ini bertujuan untuk meneliti pengaruh antara lottery stock perusahaan di Indonesia terhadap stock return. Peneliti menggunakan MAX sebagai proxy untuk mengidentifikasi apakah ada hubungan yang signifikan antara MAX dan stock return. Lottery stock memiliki karakteristik dengan harga rendah, idiosyncratic volatility tinggi, dan idiosyncratic skewness tinggi (Kumar, 2009). MAX yang tinggi memiliki karakteristik yang biasanya terkait dengan pengembalian yang diharapkan tinggi (Bali et al., 2011). Penelitian ini menggunakan 409 perusahaan terbuka yang terdaftar di Bursa Efek Indonesia selama periode waktu Januari 2010 sampai dengan November 2018. Hasil penelitian menunjukkan bahwa nilai MAX tidak signifikan, sehingga fenomena ini tidak dapat dibuktikan di Indonesia. Selain itu, peneliti juga tidak menemukan abnormal return pada portofolio yang telah dibentuk. Sehingga dapat disimpulkan bahwa lottery stock tidak memberikan pengaruh pada stock return di Indonesia.
Item Type: | Thesis (Bachelor) | ||||||||||||
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Additional Information: | SK 11-16 ISA p | ||||||||||||
Uncontrolled Keywords: | lottery stock; max; stock return | ||||||||||||
Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | ||||||||||||
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Business School > Management Current > Faculty/School - UPH Karawaci > Business School > Management |
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Depositing User: | Users 13505 not found. | ||||||||||||
Date Deposited: | 08 Nov 2020 08:03 | ||||||||||||
Last Modified: | 04 Oct 2023 07:14 | ||||||||||||
URI: | http://repository.uph.edu/id/eprint/12007 |
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