Style investing, asset growth dan momentum pada emerging market

Sucahyo, Ariyanto Dipo and Pribadi, Hioe Teddy and Regina, Sharleen (2020) Style investing, asset growth dan momentum pada emerging market. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini bertujuan untuk mengetahui hubungan style investing berdasarkan asset growth, size dan asset growth dan size pada emerging market terhadap stock returns. Dalam penelitian ini data yang digunakan untuk mengambil sampel pada penelitian ini menggunakan data dengan mengambil seluruh industri yang ada pada 26 negara pada pasar emerging country , yaitu: Argentina, Brazil, Chile, Republik Rakyat Tiongkok, Kolombia, Republik Ceko, Mesir, Yunani, Hungaria, India, Indonesia, Malaysia, Meksiko, Pakistan, Peru, Filipina, Polandia, Qatar, Rusia, Arab Saudi, Afrika Selatan, Korea Selatan, Taiwan, Thailand, Turki, dan Uni Emirate Arab yang memiliki jumlah 6.705 perusahaan selama periode 1998-2018 setiap tahunnya disesuaikan dengan jumlah asset, kapitalisasi pasar dan harga saham yang memiliki data yang lengkap dan diolah dengan metode timeseries. Hasil penelitian menunjukan bahwa variabel style investing berdasarkan asset growth, size dan asset growth dan size tidak memunculkan hubungan terhadap momentum profit pada perusahaan di emerging market dan business cycle pasar pada emerging country sangat berpengaruh untuk pembentukan pola stock return. Kata Kunci: Style Investing, Asset Growth, Size, dan Momentum

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Sucahyo, Ariyanto DipoNIM00000020191ariyantodiposucahyo@gmail.com
Pribadi, Hioe TeddyNIM00000019830teddywahyudi118@gmail.com
Regina, SharleenNIM00000021397sharleenregina09@gmail.com
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorKim, Sung SukNIDN0324106805UNSPECIFIED
Uncontrolled Keywords: style investing; asset growth; size; momentum
Subjects: H Social Sciences > HG Finance
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Management
Current > Faculty/School - UPH Karawaci > Business School > Management
Depositing User: Users 1541 not found.
Date Deposited: 19 Feb 2020 08:56
Last Modified: 03 Aug 2020 03:30
URI: http://repository.uph.edu/id/eprint/7537

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