3. Masih terbukanya kemungkinan untuk mencari pengaruh lain selain. ukuran perusahaan (firm size) yang dapat mempengaruhi munculnya. anomali pasar.

Transkripsi

1 3. Masih terbukanya kemungkinan untuk mencari pengaruh lain selain ukuran perusahaan (firm size) yang dapat mempengaruhi munculnya anomali pasar. 4. Pada penelitian ini hanya menggunakan data harga saham berdasarkan harga penutupan (closing price). Penelitian selanjutnya bisa dikembangkan dengan menggunakan data harga saham harian selama jam-jam perdagangan dan harga pembukaan pada perdagangan berikutnya (close to open return). 54

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