Kufepaksi, Mahatma and Hasnawati, Sri and Hendrawaty, Ernie (2019) THE SIZE EFFECT AND VALUE EFFECT ANOMALIES ON INDONESIAN CAPITAL MARKET. In: The 2nd International Conference of Economics, Business and Entrepreneurship, November 1, 2019, Swiss-Belhotel Lampung. (In Press)

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Abstract

The size effect of the anomaly was first discovered by Banz, (1981). Banz found a relationship between company size and returns stock. The size effect of anomaly has been studied in vari-ous world capital markets. There are two streams of research; the first is a stream of research that sees a premium return from the Size Effect and stream of research, which views that anomaly size effect is not found in research on global capital markets. Until now, still limited research on the capital market that examines the existence of anomalies size effect persistently. There has not been much research in Indonesia, which explains the source of the anomaly of the size effect by using business risk and financial distress. The results of this study are ex-pected to confirm the flow of anomalous research size effect to clarify the premise that says whether or not anomalous size effect exists in Indonesia's capital market.

Item Type: Conference or Workshop Item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Fakultas Ekonomi dan Bisnis (FEB) > Prodi Manajemen
Depositing User: DR ERNIE HENDRAWATY
Date Deposited: 17 Feb 2020 03:42
Last Modified: 17 Feb 2020 03:42
URI: http://repository.lppm.unila.ac.id/id/eprint/17183

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