Fallacy diversification across time: pengujian terhadap return saham individual

Hikmah, Khoirul and Satoto, Shinta Heru (2012) Fallacy diversification across time: pengujian terhadap return saham individual. Jurnal Bisnis dan Ekonomi, 10 (1). pp. 54-63. ISSN 1693-5950

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Abstract

The purposes of this research are to investigate the used of diversification across time model on investor's stocks ownership by compared the average return of theoritical stock price and the average return of actual stock price. This research try to proved the fallacy possibility for this model. Used then different holding periods, we try to show how effective the long of each holding period of the investor to have the stocks by their own. The result shows that the average return of theoritical stock price is Wider than the average return of actual stock price. And the theoritical stock price range is changing faster than the actual stock price range. The differences of the theoritical and actual stock price range showed that investors can gained some return by hold their stock for any periods. But, when investor decide to hold the same stock on longer holding periods, they could not gained more return than they could have before.

Item Type:	Article
Uncontrolled Keywords:	Diversifikasi Across Time, Periode Holding, Harga teoritis, Harga Aktual
Subjects:	H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance
Divisions:	Faculty of Law, Arts and Social Sciences > School of Management
Depositing User:	Dr. SE MSi KHOIRUL HIKMAH
Date Deposited:	28 Apr 2023 02:17
Last Modified:	28 Apr 2023 02:18
URI:	http://eprints.upnyk.ac.id/id/eprint/34640

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