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- W1547655019 abstract "As reaction from market inefficient specified about information distribution, all market participant trying to reduce the effect with various means, among other things by perceiving historical behavior of share price. One of result namely contrarian strategy by believing that loser portfolio will experience of rebound conversely degradation at share winner portfolio. This study aim to prove existence of overreaction anomaly effect in Indonesia Stock Market specially the LQ-45 during 2003-2007. By using Debont-Thaler approach, empirical result express that there is no symptom of overreaction anomaly at three-month, six-month, and annual period. Therefore the study recommend the investor to avoid contrarian strategy specially of LQ-45 stocks." @default.
- W1547655019 created "2016-06-24" @default.
- W1547655019 creator A5047724337 @default.
- W1547655019 date "2011-07-01" @default.
- W1547655019 modified "2023-09-26" @default.
- W1547655019 title "Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks" @default.
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