Widyawati, Kadek and Wibowo, Buddi (2021) The Effect of Inclusion and Exclusion Indexes Towards LQ45 and MSCI Index on the Pattern of Stock Return and Stock Trading Volume. In: Proceedings of the 1st International Conference on Sustainable Management and Innovation, ICoSMI 2020, 14-16 September 2020, Bogor, West Java, Indonesia.
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Abstract
This study examines the effect of changes in composition of the index on stock return and trading volumes at IDX used event study methodology. It is used to find out the market’s response to inclusion or exclusion stocks of the LQ45 and MSCI indexes. The final sample consisted of 24 inclusion stocks
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 14:18 |
| Last Modified: | 17 Apr 2026 08:44 |
| URI: | http://eprints.eai.eu/id/eprint/34155 |
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