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dc.contributor.authorPurwoto, Lukas
dc.date.accessioned2012-05-03T06:39:45Z
dc.date.available2012-05-03T06:39:45Z
dc.date.issued2009-06
dc.identifier.citationAitken, M., P. Brown, C. Buckland, H. Izan, dan T. Walter. 1996. Price Clustering on the Australian Stock Exchange. Pacific-Basin Finance Journal 4, 297-314. Brown, P., A. Chua, dan J. Mitchell. 2002. The Influence of Cultural Factors on Price Clustering: Evidence from Asia-Pacific Stock Markets. Pacific-Basin Finance Journal 10, 307-322. Christie, W. dan P. Schultz. 1994. Why do NASDAQ Market Makers Avoid Odd- Eighth Quotes? Journal of Finance 49, 1813- 1840. Cooney, Jr., J., B. Van Ness, dan R. Van Ness. 2003. Do Investors Prefer Even-Eighth Prices? Evidence from NYSE Limit Orders. Journal of Banking and Finance 27, 719-748. Gujarati, D. 1995. Basic Econometrics. McGraw- Hill International Editions. Hameed A. dan E. Terry. 1998. The Effect of Tick Size on Price Clustering and Trading Volume. Journal of Business Finance & Accounting 25, 849-867. Harris, L. 1991. Stock Pice Custering and Discreteness. Review of Financial Studies 4, 389-415. Ikenberry, D. dan J. P. Weston. 2003. Clustering in U.S. Stock Prices After Decimalization. European Financial Management, 2007. 30- 54. Niederhoffer, V. 1965. Clustering of Stock Prices. Operations Research 13, 258-265. Niederhoffer, V. 1966. A New Look at Clustering of Stock Prices. Journal of Business 39, 309-313. Sonnemans, J. 2006. Price Clustering and Natural Resistance Points in the Dutch Stock Market: A Natural Experiment. European Economic Review 50, 1937-1950. Sopranzetti, B.J. dan V. Datar. 2002. Price Clustering in Foreign Exchange Spot Markets. Journal of Financial Markets 5, 411-417.en_US
dc.identifier.issn1410-4571
dc.identifier.urihttp://hdl.handle.net/11617/1365
dc.description.abstractPrice clustering adalah kecenderungan harga diamati lebih sering pada beberapa kelompok angka tertentu daripada yang lain. Studi ini mendokumentasikan eksistensi dan persistensi price clustering di Bursa Efek Jakarta. Selama periode tahun 2001 hingga 2004, harga saham penutupan harian ditemukan pada cluster 00 kemudian diikuti oleh dijit 50. Clustering signifikan dalam setiap ukuran besar yang berbeda ditemukan dalam harga transaksi maupun harga order, dan benar-benar persiten di sepanjang hari perdagangan. Selain itu, harga saham clustering ditemukan meningkat dengan cepat, dan menurun dengan frekuensi transaksi.en_US
dc.publisherlppmumsen_US
dc.subjectefisiensi teknisen_US
dc.subjectkinerja pendidikanen_US
dc.subjectprestasi sekolahen_US
dc.subjectDEAen_US
dc.titleKERUMUNAN HARGA SAHAM PADA MULTIFRAKSIen_US
dc.typeArticleen_US


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