Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange

1997 ◽  
Vol 32 (3) ◽  
pp. 345 ◽  
Author(s):  
Marc Bremer ◽  
Takato Hiraki ◽  
Richard J. Sweeney
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Price Changes ◽  
Tokyo Stock Exchange

scholarly journals Does the CBOE Volatility Index Predict Downside Risk at the Tokyo Stock Exchange?

2016 ◽  
Vol 10 (3) ◽  
pp. 1 ◽  
Author(s):  
Chikashi Tsuji
Keyword(s):  
Stock Price ◽  
Predictive Power ◽  
Price Index ◽  
Stock Exchange ◽  
Downside Risk ◽  
Price Changes ◽  
Volatility Index ◽  
Probit Models ◽  
Tokyo Stock Exchange ◽  
Left Tail

This study investigates the predictability of the preceding day’s US volatility index (VIX) from the Chicago Board Options Exchange (CBOE) for sharp price drops of the Tokyo Stock Price Index (TOPIX) by employing several versions of probit models. All our results indicate that the preceding day’s US S&P 500 VIX movement has predictive power for sharp price declines of the TOPIX in Japan. As we repeatedly examined several left tail risks in TOPIX price changes and we also tested by applying some different versions of probit models, our evidence of the forecast power of the S&P 500 VIX for downside risk of the TOPIX shall be very robust.

scholarly journals PENGARUH VARIABEL AKUNTANSI TERHADAPPERUBAHAN HARGA SAHAM PERUSAHAAN YANG GO PUBLIC DI BURSA EFEK JAKARTA

2016 ◽  
Vol 5 (1) ◽  
pp. 1
Author(s):  
Setyaningsih Setyaningsih
Keyword(s):  
Stock Prices ◽  
Random Sampling ◽  
Stock Price ◽  
Stock Exchange ◽  
Financial Accounting ◽  
Study Analysis ◽  
Price Changes ◽  
Leverage Ratio ◽  
Independent Variables ◽  
The Relationship

The objective of this study is to investigate the relationship between accounting variables and stock price changes in Jakarta Stock Exchange (JSX). Some accounting variables in this study are devidend payout  ratio, assets size, assets growth , leverage ratio, variability in earning and covariability in earning as independent variables, the independent variables are stock  price changes. The study analysis 80 cases of active firms  in  the period of 1994 to 1997.  Data is collected by means of purpo sive random sampling. Regression analysis is used to analyse the data.The  result  of  the study  shows  that  there  is significant  affect  of  the  sevent financial accounting informations in the model as predictor of stock price changes (Y); there are two variables to be dropped because there is multicolinierity among variables. Those variables are leverage ratio (X5) and covariability in earning (X7) . There are five other independent variables affect significantly to stock prices changes (Y), which their contribution is 49%.

scholarly journals ADAKAH PENGARUH FREE FLOAT TERHADAP PELAKU PASAR SAHAM DI INDONESIA?

2019 ◽  
Vol 21 (1) ◽  
pp. 39-46
Author(s):  
PUTRI MUTIRA
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Composite Index ◽  
High Price ◽  
Percentage Increase ◽  
Price Changes ◽  
Average Value ◽  
Before And After ◽  
Additional Reference

Indonesian Stock Exchange has released free float adjustment index on November 2018 and composite index declined about 3,2%. Free Float will be an additional reference for the exchange in compiling an index which previously used market capitalization and total transaction value. This study examines the average daily price changes of LQ45 stocks within 60 days before and after the announcement. The daily closing price changes are calculated as a percentage increase or decrease of stock prices according to the previous day, then, the average value is calculated for all the trading days. There are differences in the average stock price changes 60 days before and after the announcement date. After dropped, the price rebound and make a new higher high price two days after the announcement. Bank BCA, Bank Mandiri, Bank BRI, Bank BNI, Astra International and Telkom are companies which increase the weight of the free float meanwhile Unilever and H.M Sampoerna were the opposite.

Analisis Pengaruh Rasio Keuangan, Pertumbuhan Penjualan Dan Dividen Terhadap Perubahan Harga Saham Perusahaan Consumer Goods

2017 ◽  
Vol 24 (2) ◽  
pp. 181-195
Author(s):  
Yusuf Yoga Adi Surya
Keyword(s):  
Financial Reporting ◽  
Consumer Goods ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sales Growth ◽  
Significant Positive Effect ◽  
Price Changes ◽  
Positive Effect

This study aims to determine the effect of financial ratio i.e the ratio of liquidity and profitability to the stock price; the influence of sales growth on stock prices; and the effect of dividends on stock prices at the consumer goods company field of telecommunications services. This study used a sample of three telecommunications companies listed in Indonesia Stock Exchange, namely: PT Indosat, PT Telkom and PT XL Axiata with financial reporting data from 2011 to 2015. The method of analysis using multiple linear regression analysis as an analytical tool for analyzing the effect of the finance ratio, sales growth and dividends. Getting the results that the current ratio of significant positive effect on the stock price changes with stats t = 3.888, p = 0.002 <0.05. Return on equity is not significant positive effect on the stock price changes with stats t = 0.807, p = 0.437> 0.05. The sales growth was not significant positive effect on the stock price changes with stats t = 1.068, p = 0.311> 0.05. Dividend payout ratio is not significant positive effect on the stock price changes with stats t = -0.462, p = 0.654> 0.05.

PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP PERUBAHAN HARGA SAHAM (Penelitian pada Saham Perusahaan Pertambangan Milik Pemerintah yang Go Public Di BEI Tahun 2003 -2012)

2017 ◽  
Vol 10 (19) ◽  
Author(s):  
Agie Hanggara
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Market Value ◽  
Estimation Result ◽  
Mining Company ◽  
Price Changes ◽  
Independent Variables ◽  
Price Movements ◽  
Solvency Ratio ◽  
Stock Price Movements

Based on the estimation result sindicate that simultaneous Liquidity Ratio (CR), Solvency Ratio(DER), Market Value Ratio(PER) and the profitability ratio (ROA) significant effect on changes instock prices. And partially variable Solvency Ratio (DER), Market Value Ratio(PER) and the profitability ratio (ROA) has asignificant positive effecton stock price changes, while for Variable Liquidity Ratio (CR) is nota significant positive effecton stock price movements Mining company Government Owned go public in Indonesia Stock Exchange (BEI) in the period 2003 to 2012 obtained from this study adjusted R Square of 0.609084, this means that 60.91% of the dependent variable can be explained by the independent variables and the remainderis equal to 39.09% explained by variables other than the equation.

scholarly journals PENGARUH BURSA SAHAM GLOBAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA

2018 ◽  
Vol 4 (1) ◽  
pp. 1-10
Author(s):  
Lisa Kustina ◽  
Samsul Anwar ◽  
Imas Mawar
Keyword(s):  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Composite Index ◽  
Stock Exchanges ◽  
Significance Level ◽  
Jones Index ◽  
Tokyo Stock Exchange ◽  
Stock Price Index ◽  
Global Stock

Tujuan Penelitian ini adalah untuk mengetahui pengaruh bursa saham global terhadap indeks harga saham gabungan di Bursa Efek Indonesia. Bursa saham global yang digunakan dalam penelitian ini adalah Dow Jones Index (DJI), Korea Stock Price Composite Index (KOSPI), Tokyo Stock Exchange (Nikkei heikin kabuki / Nikkei 225), dan Australian Securities Exchange (ASX). Sampel yang diteliti dalam penelitian ini adalah periode 2015 hingga 2017. Penelitian ini menggunakan regresi linear berganda untuk mengolah data penelitian. Hasil Penelitian ini menunjukkan bahwa Dow Jones Index (DJI), Korea Stock Price Composite Index (KOSPI), Tokyo Stock Exchange (Nikkei heikin kabuki / Nikkei 225), dan Australian Securities Exchange (ASX) secara parsial berpengaruh terhadap Indek Harga Saham Gabungan diIndonesia. Dow Jones Index (DJI), Korea Stock Price Composite Index (KOSPI), dan Australian Securities Exchange (ASX) berpengaruh signifikan pada tingkat signifikansi 0.000 sedangkan Tokyo Stock Exchange (Nikkei 225) pada tingkat signifikansi 0.001. The purpose of this study was to determine the effect of global stock exchanges on the composite stock price index on the Indonesia Stock Exchange. The global stock exchanges used in this study are the Dow Jones Index (DJI), the Korea Stock Price Composite Index (KOSPI), the Tokyo Stock Exchange (Nikkei Heikin Kabuki / Nikkei 225), and the Australian Securities Exchange (ASX). The sample examined in this study is the period 2015 to 2017. This study uses multiple linear regression to process research data. The results of this study indicate that the Dow Jones Index (DJI), the Korea Stock Price Composite Index (KOSPI), the Tokyo Stock Exchange (Nikkei Heikin Kabuki / Nikkei 225), and the Australian Securities Exchange (ASX) partially affect the Composite Stock Price Index in Indonesia. The Dow Jones Index (DJI), the Korea Stock Price Composite Index (KOSPI), and the Australian Securities Exchange (ASX) have a significant effect on the significance level of 0,000 while the Tokyo Stock Exchange (Nikkei 225) is at a significance level of 0.001.

PENGARUH FREKUENSI PERDAGANGAN PADA SEKTOR PROPERTY DAN REAL ESTATE TERHADAP HARGA SAHAM

2019 ◽  
Vol 7 (02) ◽  
pp. 51
Author(s):  
Adri Wihananto
Keyword(s):  
Real Estate ◽  
Stock Price ◽  
Stock Exchange ◽  
Stock Trading ◽  
Trading Frequency ◽  
Important Thing ◽  
Know How ◽  
Stock Value ◽  
Measuring Frequency ◽  
Case Based

Trading frequency can be said as the implementation from trader of commerce. This case based on positive or negative trader reaction given by trader information.  Stock trading in BEI always fluctuate with price of volume value and frequency particularly. Frequency itself shows the company  involved or not. In trading frequency, if the indicator frequency it self shown the higher point, it means better. In spite of the most important thing is how the fluctuation or value conversion itself. On the frequencies we also could see which stocks is interested by the investor. When trading frequency high, it  may be create sense of interest from investors.The aim of this research, in order to know how far the effect of trading frequency (X) with stock value (Y) using cover stock value. The information used is begin 2008 with sample from twelve property and real estate companies. According to the research can be conclude from twelve companies in Indonesia Stock Exchange in 2008, 75 % of trading frequency samples doesn’t have signification degree between trading frequency and stock value. This case can be explained count on smaller than t tableEvaluation of this research is the trading measuring frequency at property sector and real estate not influence to stock priceKeywords : Trading Frequency, Stock Price 

PENGARUH IT SPENDING TERHADAP KINERJA PERUSAHAAN PADA PERUSAHAAN TELEKOMUNIKASI YANG TERDAFTAR DI BURSA EFEK SELURUH ASIA TENGGARA PADA TAHUN 2009-2011

MODUS ◽  
2016 ◽  
Vol 26 (2) ◽  
pp. 93
Author(s):  
Irene Adrayani
Keyword(s):  
Stock Price ◽  
Sampling Method ◽  
Capital Expenditure ◽  
Stock Exchange ◽  
Market Price ◽  
Market Value ◽  
Company Performance ◽  
Corporate Value ◽  
Accounting Information System ◽  
Company Value

This study aims to get empirical evidence about the infuence of IT spending on corporate value by testing the efect of IT spending on corporate value by using Tobin’s Q. Te higher the stock price, the higher the company value as well as investors’ assessment. The market price of the company’s stocks refects investors’ assessment of the overall equity held. Of the stock price refects investor can provide an assessment of a company. Tobin’s Q is the ratio of the market value of the company’s assets as measured by the market value of the outstanding stocks and debt (enterprise value) to the replacement cost of the assets of the company. The sampling method is based on purposive sampling method with the purpose to obtain a sample that meets the criteria. Tis study used a sample taken from a telecommunications company listed on the Stock Exchange throughout Southeast Asia during the period of 2009-2011. The hypothesis in this study was tested using simple regression. Based on data analysis, the result that the variable IT spending does not afect the company value.Keywords: accounting information system, Tobin’s Q, IT spending, capital expenditure, company performance

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