Handojo, Imanuel Setiawan and Santoso, Oey, Imelda Octavia and Kathera, Vince (2019) Klasifikasi tipe investor berdasarkan strategi trading saham di Indonesia. Bachelor thesis, Universitas Pelita Harapan.
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Abstract
Penelitian ini bertujuan untuk mendapatkan bukti empiris dari pengaruh strategi trading saham yang dilakukan oleh setiap jenis investor terhadap return yang ada di pasar Indonesia. Penelitian ini menggunakan 195 perusahaan yang telah IPO dan memiliki kepemilikan efek dan tercatat di PT Kustodian Sentral Efek Indonesia dengan periode 2008 hingga 2018. Selain itu, penelitian ini juga menggunakan 195 perusahaan yang tercatat di S&P Capital IQ Platform dari periode 2008 hinggal 2018. Hasil dari penelitian ini adalah investor private, institutional, non-financial, mutual funds, insurance, dan other financial secara signifikan terbukti merupakan trader kontrarian. Sedangkan strategi trading untuk investor foreign tidak dapat diklasifikasikan karena nilai regresi cumulative return yang tidak signifikan terhadap perubahan kepemilikan saham foreign. Diluar tipe investor yang telah disebutkan, yakni investor domestic, financials, dan banks adalah trader momentum. Secara keseluruhan, perubahan kepemilikan setiap tipe investor mempengaruhi strategi trading saham yang digunakan.
Item Type: | Thesis (Bachelor) | ||||||||||||
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Uncontrolled Keywords: | strategi momentum; strategi kontrarian; kepemilikan saham; return; winner stock; loser stock. | ||||||||||||
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 2117 not found. | ||||||||||||
Date Deposited: | 10 Feb 2020 05:02 | ||||||||||||
Last Modified: | 03 Nov 2023 02:18 | ||||||||||||
URI: | http://repository.uph.edu/id/eprint/6942 |
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