Priscillia, Anita and Vietha Devia, SS, S.E., M.E., Ph.D. (2023) Analisis Perilaku Herding Pada Saham Sektor Bank Digital Yang Terdaftar Di Bei Periode 2021. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini dilakukan guna pendeteksian dan pengidentifikasian perilaku herding yang mungkin terjadi pada saham sektor bank digital pada periode 2021. Periode 2021 digunakan untuk pasar saat kondisi market stress dan high return. Metode pendekatan dari Chang dkk. (2000) yaitu CSAD-Cross Sectional Absolute Deviation untuk menghitung nilai return dispersi dan menggunakan analisis regresi kuantil guna pendeteksian adanya perilaku herding. Data yang digunakan adalah data sekunder, berupa data return saham bulanan dan return pasar saham-saham bank digital. Hasil penelitian ini menunjukkan bahwa saham-saham bank digital pada tahun 2021 tidak terindikasi perilaku herding. Artinya, investor Indonesia bertindak rasional di masa pandemi COVID-19.
English Abstract
This research was conducted to detect and identify herding behavior that might occur in digital bank sector stocks in the 2021 period. The 2021 period is used for the market when market conditions are stressful and high returns. The approach method of Chang et al. (2000), namely CSAD-Cross Sectional Absolute Deviation to calculate return dispersion values and use quantile regression analysis to detect herding behavior. The data used is secondary data, in the form of monthly stock return data and market returns for digital bank stocks. The results of this study indicate that digital bank stocks in 2021 have no indication of herding behavior. This means that Indonesian investors acted rationally during the COVID-19 pandemic.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | :0523020118 |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 15 Nov 2023 03:39 |
| Last Modified: | 15 Nov 2023 03:39 |
| URI: | http://repository.ub.ac.id/id/eprint/204558 |
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Text (DALAM MASA EMBARGO)
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