International Journal of Management and Applied Science (IJMAS)
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Volume-4,Issue-8  ( Aug, 2018 )
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Statistics report
Nov. 2018
Submitted Papers : 80
Accepted Papers : 10
Rejected Papers : 70
Acc. Perc : 12%
Issue Published : 54
Paper Published : 3316
No. of Authors : 6857
  Journal Paper




Paper Title :
The Stock Selection Strategy in Finding Abnormal Return in Indonesian Stock Market

Author :Sinta Aryani, Sudarso Kaderi Wiryono, Deddy P. Koesrindartoto

Article Citation :Sinta Aryani ,Sudarso Kaderi Wiryono ,Deddy P. Koesrindartoto , (2018 ) " The Stock Selection Strategy in Finding Abnormal Return in Indonesian Stock Market " , International Journal of Management and Applied Science (IJMAS) , pp. 31-37, Volume-4,Issue-4

Abstract : The less domestic investors in Indonesian Stock Market should encourage Indonesian scholars to introduced approaches of stock valuation to find abnormal return. Commonly there are only two analyses adopted in stock valuation i.e. technical and fundamental (factors). They predict the stock movement based on the historical data of the stock’s performance. In this analysis, the investor assumes to be rational. Another analysis is sentiment analysis which can effectively guide the investors to map and distinguish the stocks which generate abnormal returns, especially in this digital era. In this analysis, the investors are not rational, the irrational of the investor will guide the prediction of stock movement. The sentiment analysis would be the prominent tools to study the movement of stocks in addition to the first two analyses. Technical and factors analyses usually examined empirically, thus the context of region or local would be matter. For the sentiment analysis, the context of local website can be a further study in generating information related to the stock return. Index Terms - Abnormal return, stock-selection strategy, sentiment analysis, Indonesian market

Type : Research paper

Indexed : Google Scholar


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