Evidence of price discovery on the Indonesian stock exchange
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.09.005
Abstract: Abstract The Indonesian stock market is emerging and very little is known about price discovery mechanisms. This paper addresses this research gap by compiling and utilizing a unique stock-level dataset (consisting of 342 stocks) to… read more here.
Keywords: price; indonesian stock; stock exchange; price discovery ... See more keywords
Examining Trading Strategies Using Trend Following Indicators for Indonesian Stock Market
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Trade and Global Markets"
DOI: 10.1504/ijtgm.2020.10023148
Abstract: This study aims to examine the reliability of the technical analysis (TA) approach in Indonesian stock exchanges, specifically moving-average trading rule to determine buy/sell signals. Using ten-year data from 2008-2017, our study examines various exponential… read more here.
Keywords: indonesian stock; examining trading; indicators indonesian; trading strategies ... See more keywords
How Has the Indonesian Stock Market Performed During Covid-19 Outbreaks?
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DOI: 10.33736/ijbs.4312.2021
Abstract: This paper analyzes the stock market reaction towards the Covid-19 pandemic by using a sample of Indonesian listed firms. In general, we document a significant negative cumulative abnormal returns when the Indonesian President announces the… read more here.
Keywords: stock market; indonesian stock; market performed; finance ... See more keywords