Volume - Price Momentum ON Stock Market: Case Study Automotive Companies

Misdiyono, Misdiyono and Nugraheni, Titi (2012) Volume - Price Momentum ON Stock Market: Case Study Automotive Companies. Economics And management towards nation character development.

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Abstract

The objective of the study is to evaluate volume - price momentum on stock market strategy empirically. Five of automotive companies were analyzed towards volume-price using weekly price and volume data during 2004-2009. Results proof empirically among ive automotive companies stock, none of them follows momentum strategy. It means all ive stock automotive companies follow random walk pattern and thus it will be dificult for an investor to predict stock's characteristics

Item Type: Article
Uncontrolled Keywords: price momentum;stock;automotive companies;
Subjects: A General Works > AI Indexes (General)
Divisions: Fakultas Ekonomi > Program Studi Akuntansi
Depositing User: Mr Reza Chandra
Date Deposited: 27 Feb 2014 07:33
Last Modified: 27 Feb 2014 07:33
URI: http://repository.gunadarma.ac.id/id/eprint/206

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