Monalisa, Yani (2019) Analisis Holding Period dan Time Diversification padaSaham-saham LQ45 periode Januari 2012 - Desember 2017. Journal of Accounting, Finance, Taxation, and Auditing, 1 (1). pp. 44-67. ISSN 2656-758X
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Abstract
The paper aims to explain about holding period that can increase return and the other hand, decrease risk. The holding period that used in this paper are wide from 5 trading days, 10 trading days, 20 trading days, 100 trading days, 200 trading days and 300 trading days. The other aims to give answer about the fallacy of time diversification. The result of this paper, by using historical data of closing price from 2012 to 2017, is the longer holding period, the smaller of coefficient of variance. And the other result about time diversification, according to Bodie, Kane and Marcus, correctly approved, that risk will increase and return will be uncertainty. This can be show the difference of theoretical and actual stock price is getting widen along with the longer holding period.
| Item Type: | Article |
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| Uncontrolled Keywords: | holding period, time diversification, theoretical price, actual price. |
| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting |
| Depositing User: | Perpustakaan Maranatha |
| Date Deposited: | 20 May 2019 08:02 |
| Last Modified: | 20 May 2019 08:02 |
| URI: | http://repository.maranatha.edu/id/eprint/26678 |
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