Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Standard view
Full view
of .
Look up keyword
Like this
0 of .
Results for:
No results containing your search query
P. 1


Ratings: (0)|Views: 13|Likes:
Published by hjmmy

More info:

Published by: hjmmy on Sep 21, 2012
Copyright:Attribution Non-commercial


Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less





Allen B. Atkins and Edward A. Dyl, (1990). Price reversals, bid-ask spreads, andmarket efficiency.
The Journal of Financial and Quantitative Analysis
,25(4):535–547.Amihud, Yakov, dan Mendelson, Haim, (1986). Asset pricing and the bid-ask spread.
 Journal of Financial Economics
(1986) 223-249.Banz, W. Rolf, (1980). The relationship between return and market value of common stocks.
 Journal of Financial Economic 9
(1981) 3-18.Barry, Christopher B. and Brown, Stephen J., (1985). Differential information andsecurity market equilibrium
The Journal of Financial and Quantitative Analysis
, 20(4):407–422.Basu, S, (1977). Investment performance of common stocks in relation to theirprice-earnings ratios: a test of the efficient market hypothesis.
The Journal of Finance,
Vol 32, No. 3, pp. 663-682.Binder, John J., (1998). The event study methodology since 1969.
Kluwer  Academic Publishers, Boston
, (1998) 111-137.Bodie, Z., Kane, A., dan Marcus, A.J, (2011). Investments
(9th ed.). New York:McGraw-Hill.Cable, John, dan Holland, Kevin (1999). Modeling normal returns in event studiesa model-selection approach and pilot study.
The European Journal of Finance,
5, 4, 331-341.Campbell, Y. John, dan Shiller, J. Robert (1989). The dividend-price ratio andexpectations of future dividends and discount factors.
The Review of Financial Studies,
1989, Vol 1, No. 3, pp. 195-228.De Bondt, Werner F.M., dan Thaler, Richard, (1985). Does the stock marketoverreact?
The Journal of Finance
, July Vol. 40, No.3: 793-805.__________, (1987). Further evidence on investor overreaction and stock marketseasonality
The Journal of Finance
, July Vol. 42, No.3: 557-581.__________, (1990). Do security analyst overreact?
The Journal of Finance
, JulyVol. 42, No.3: 557-581.__________, (2005). The psychology of world equity markets.__________, (2010). The behavioral revolution in finance.
Annual EuropeanConference of the Financial Management Association.
Universitas Indonesia
Dimson, Elroy, dan Mussavian, Massoud (2000). Market efficiency.
The Current State of Business Disciplines’
Vol. 3, pp. 959-970.Dissanaike, Gishan (1997). Do stock market investor overreact?
Journal of  Business Finance and Accounting
. 24.Don R. Cox and David R. Peterson (1994). Stock returns following large one-daydeclines: evidence on short-term reversals and longer-term performance.
The Journal of Finance
, 49(1):255–267.Downs, David H., dan Guner Z. Nuray, (2000). Investment analysis, priceformation and neglected firms: does real estate make a difference?
 Real Estate Economics
V28-4, pp. 549-579.Fama, Eugene F., (1970). Efficient capital markets: a review of theory andempirical work.
The Journal of Finance
May Vol. 25, No. 2: 383-417.__________, (1991). Efficient capital markets: II.
The Journal of Finance
, Dec.Vol. 46, No. 5: 1575-1617.__________, (1997). Market efficiency, long-term return and behavioral finance.
 Journal of Financial Economics
, Vol. 49: 283-306.Fama, Eugene F. dan French, Kenneth R., (1988). Dividend yields and expectedstock returns.
 Journal of Financial Economics
22 (1989) 3-25.Grossman, J. Stanford, dan Stiglitz, E. Joseph (1980). On the impossibility of informational efficient markets.
The American Economic Review
.Hatgioannidaes, John, dan Mesomeris, Spiros (2005). Mean reversion in equityprices: the G-7 evidence.
2001 European Financial Management Conferencein Switzerland 
.Jegadeesh, Narasimhan, dan Titman, Sheridan, (1995). Overreaction, delayedreaction, and contrarian profits.
The Review of Financial Studies
, Vol. 8, No.4: 973-993.Jones, Charles P, (2002). Investments: analysis and management
(8th ed.). USA:John Willey dan Sons, Inc.Jordan, Bradford D., dan Miller, Thomas W, (2008). Fundamentals of investments: valuation and management
(4th ed.). New York: McGraw-Hill.JSX Yearly Statistic 2006, Jakarta: Bursa Efek Indonesia, 2006.JSX Yearly Statistic 2007, Jakarta: Bursa Efek Indonesia, 2007.JSX Yearly Statistic 2008, Jakarta: Bursa Efek Indonesia, 2008.JSX Yearly Statistic 2009, Jakarta: Bursa Efek Indonesia, 2009.JSX Yearly Statistic 2010, Jakarta: Bursa Efek Indonesia, 2010.
Universitas Indonesia
Universitas Indonesia
JSX Yearly Statistic 2011, Jakarta: Bursa Efek Indonesia, 2011.Kaestner, Michael (2005). Anomalous price behavior following earningssurprises: does representativeness cause overreaction?Keim, B. Donald (1983). Size-related anomalies and stock return seasonality –further empirical evidence.
 Journal of Financial Economics
12 (1983) 13-32.Lako, Andreas (2004). The explanatory power of unexpected earnings for stock abnormal returns during uncertainty periods
. The Journal of Accounting, Management, and Economics Research
, Vol. 4 No. 2, August 2004; 111-136.Lakonishok, Josef, dan Scleifer, Andrei, dan Vishny, W. Robert (1994).Contrarian investment, extrapolation, and risk.
The Journal of Finance
, Vol.49, Issue 5, 1541-1578.Levin, Richard I., dan Rubin, David S, (1998). Statistics for management (7
ed.).USA: Prentice-Hall, Inc.Lo, Andrew W., dan MacKinlay, A. Craig, (1990). “When are contrarian profitsdue to stock market overreaction ?”
The Review of Financial Studies
, Vol. 3,No. 2: 175-205.Manurung, Adler Haymans (2005). Gejala overreaction pada saham dalamperhitungan indeks LQ-45. Usahawan No. 09 Th XXXIV, Sept 2005._______, (2004). Strategi memenangkan transaksi saham di bursa
Jakarta: PT.Elex Media Komputindo.Michaely, Roni, dan Thaler, Richard H., Womack, Kent (1994). Price reactions todividend initiations and omissions: overreaction or drift?.
 NBER WorkingPaper 
No. 4778.Park, Sojung Carol (2007). Tesis Investor’s overreaction to an extreme event:evidence from the world trade center terrorist attact. Mihaylo College of California State University.Phangwijaya, Johan (2009). Tesis gejala overreaction di bursa efek indonesia,Universitas Indonesia.Rahayu, Suparni Setyowati (2009). Industri dan Klasifikasinya.www.chem-is-try.org.Ritter, Jay R., (1988). The buying and selling behavior of individual investors atthe turn of the year.
 Journal of Finance
43 pp. 701-17.Roberts, V. Harry (1959). Stock market “patterns”and financial analysis:methodological suggestions.
 Journal of Finance
, Vol 14, Issue I, 1-10.

You're Reading a Free Preview

/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->