Florencia, Feliciana and Kim, Sung Suk (2007) Beta Anomaly, Mispricing, and Idiosyncratic Volatility in Indonesia. In: Proceedings of The First International Conference on Global Innovation and Trends in Economy, InCoGITE, 7 November 2019, Tangerang, Banten, Indonesia.
![[thumbnail of 38442.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "38442.pdf")
PDF
38442.pdf
Download (382kB)
Abstract
The purpose of this research is to find the evidence of beta anomaly in Indonesia, a stock return anomaly which happens when the high-beta stocks generate lower alpha than the low-beta stocks, and provide an explanation behind it, during the year 2007-2016. This research use double-sorted portfolio
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 13:14 |
| Last Modified: | 17 Apr 2026 11:27 |
| URI: | http://eprints.eai.eu/id/eprint/28781 |
Actions (login required)
- View Item