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| Paper Title: | Contrarian Return, and Return Momentum in The Indonesian Capital Market: Literature Review |
| Authors Name: | Doni , Muhammad , Sufi , Widyarfhendi |
| Unique Id: | IJSDR2212164 |
| Published In: | Volume 7 Issue 12, December-2022 |
| Abstract: | Market information is needed by investors in making investment decisions. The decision to buy or sell shares depends on their characteristics and market beliefs. However, many studies have shown several market anomaly phenomena such as winner-loser when stocks with very positive abnormal returns (winners) or very negative abnormal returns (losers) experience a reversal. The price reversal phenomenon occurs when stocks that have a poor performance level (Loser) provide a high rate of abnormal return compared to stocks that have a good level of performance (Winner). This study is literature review research that focuses on the topic of contrarian strategy and momentum in the Indonesian capital market. The momentum strategy is by buying stocks that previously had good performance and selling stocks that previously had poor performance with the aim of getting returns above market returns. Meanwhile, contrarian is a strategy used by investors to expect a reversal of stock returns at a certain period, namely the return rate that is initially positive or negative is expected to experience a reversal within a certain period. The results of the study show that many capital market investors carry out the momentum strategy even though its implementation is still inconsistent. Likewise, for the contrarian, there was a reversal in the price of shares listed on the Indonesia Stock Exchange, but they were unable to generate significant returns for investors. |
| Keywords: | Review literatur, Contrarian Return, Return Momentum, Capital Market |
| Cite Article: | "Contrarian Return, and Return Momentum in The Indonesian Capital Market: Literature Review", International Journal of Science & Engineering Development Research (www.ijsdr.org), ISSN:2455-2631, Vol.7, Issue 12, page no.1037 - 1043, December-2022, Available :http://www.ijsdr.org/papers/IJSDR2212164.pdf |
| Downloads: | 000201532 |
| Publication Details: | Published Paper ID: IJSDR2212164 Registration ID:203164 Published In: Volume 7 Issue 12, December-2022 DOI (Digital Object Identifier): Page No: 1037 - 1043 Publisher: IJSDR | www.ijsdr.org ISSN Number: 2455-2631 |
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