Jurnal Kajian Manajemen Bisnis
Vol 1, No 1 (2012): Jurnal Kajian Manajemen Bisnis

Anomali Size Effect di Bursa Efek Indonesia

Ramel Yanuarta (Unknown)

Article Info

Publish Date
10 Apr 2013

Abstract

This study aims to find empirical evidence about the size effect phenomenon, that  the smaller firms consistently generate higher stocks return than larger firms on average, in Indonesia Stock Exchange (IDX). My empirical evidences, which use data from LQ-45 within period of 2005-2007, show that the smaller firms do not generate higher return on based on market capitalization and value of total assets approach. Two different methods are used, i.e. paired sample t-test and market-adjusted regression model. Additional results show that stock portfolio of smaller firms are riskier than that of the bigger ones, based on the greater standard deviation value.

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Journal Info
Jurnal Kajian Manajemen Bisnis
Website

Abbrev

jkmb

Publisher

Universitas Negeri Padang

Subject

Humanities Economics, Econometrics & Finance Social Sciences

Description

Jurnal Kajian Manajemen Bisnis (JKMB) merupakan jurnal ilmiah yang diterbitkan oleh Program Studi Manajemen Fakultas Ekonomi Universitas Negeri Padang yang menjadi media untuk mempublikasikan artikel hasil penelitian dalam bidang manajemen, bisnis dan kewirausahaan yang terbit dua kali setahun. ...