Djohanputro, Bramantyo Primary Author mixed material bibliography Jakarta 2007 en English

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17 p.: tabs., refs. This study aims at exploring the extent of market efficiency on spesific trade, especially regular anf block trades. It is based on the assumption that traders involved in those markets are different, mainly in terms of the information acquisition and information processing. Their ability to process public into private information may give an opportunity to beat the market. Informed traders are concerned with and able to predict the expected market returns. This study employs both uni and bi-directional models. This study applies autoregressive conditional heteroskedasticity (EGARCH) to capture the asymatric behavior of investors toward information. Using Indonesian Stock Market (previously lakarta Stock Market) as the study indicates some differences in the efficiency and investors' behavior toward information. <br><br><br> Market Efficiency trades Market Return NONE 14120240 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen 48584 2018-09-21 00:00:00 2020-01-07 15:51:22 machine generated