Analysis of the Influence of Winner-Loser Portfolio and Optimal Portfolio on Prior Capital Market Performance and during the Covid-19 Pandemic
Mega Vieri,
Farah Margaretha Leon,
Bahtiar Usman
et al.
Abstract:This research aims to test the overreaction anomaly of winner portfolios and loser portfolios on capital market performance before and during the COVID-19 pandemic and test the influence of winner portfolios, loser portfolios and optimal portfolios on capital market performance as well as including ROE, DER, inflation, exchange rates and interest rates as control variables. The first stage of testing uses the event study method. The second stage of the model uses panel data regression. The data used were 26 LQ… Show more
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