the Indonesian stock exchange Evidence of price discovery on

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Evidence of price discovery on the Indonesian stock exchange by Nisful Laila Submission date: 02-Mar-2020 06:54PM (UTC+0800) Submission ID: 1267593530 File name: Nisful_Laila_Karil_07_Evidence_of_price....pdf (339.08K) Word count: 6111 Character count: 30425

Transcript of the Indonesian stock exchange Evidence of price discovery on

Page 1: the Indonesian stock exchange Evidence of price discovery on

Evidence of price discovery onthe Indonesian stock exchange

by Nisful Laila

Submission date: 02-Mar-2020 06:54PM (UTC+0800)Submission ID: 1267593530File name: Nisful_Laila_Karil_07_Evidence_of_price....pdf (339.08K)Word count: 6111Character count: 30425

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16%SIMILARITY INDEX

8%INTERNET SOURCES

14%PUBLICATIONS

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Evidence of price discovery on the Indonesian stock exchangeORIGINALITY REPORT

PRIMARY SOURCES

Paresh Kumar Narayan, Susan Sunila Sharma,Kannan Sivananthan Thuraisamy. "An analysisof price discovery from panel data models ofCDS and equity returns", Journal of Banking &Finance, 2014Publication

Hande Karabiyik, Paresh Kumar Narayan, DinhHoang Bach Phan, Joakim Westerlund. "Islamicspot and index futures markets: Where is theprice discovery?", Pacific-Basin FinanceJournal, 2017Publication

Susan Sunila Sharma, Dinh Hoang Bach Phan,Bernard Iyke. "Do oil prices predict Indonesianmacroeconomy?", Economic Modelling, 2019Publication

Seema Narayan, Paresh Kumar Narayan."Estimating the speed of adjustment to targetlevels: The case of energy prices", EnergyEconomics, 2017Publication

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Susan Sunila Sharma, Paresh Kumar Narayan,Kannan Thuraisamy, Nisful Laila. "Is Indonesia'sstock market different when it comes topredictability?", Emerging Markets Review,2019Publication

Paresh Kumar Narayan. "Applied energy andfinance", Economic Modelling, 2019Publication

Paresh Kumar Narayan, Susan Sunila Sharma,Kannan Sivananthan Thuraisamy, JoakimWesterlund. "Some preliminary evidence ofprice discovery in Islamic banks", Pacific-BasinFinance Journal, 2017Publication

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Paresh Kumar Narayan. "Can stale oil pricenews predict stock returns?", EnergyEconomics, 2019Publication

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Paresh Kumar Narayan, Susan Sunila Sharma,Dinh Hoang Bach Phan, Guangqiang Liu."Predicting exchange rate returns", EmergingMarkets Review, 2019Publication

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<1%

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Benjamin M. Tabak, Eduardo J.A. Lima. "Marketefficiency of Brazilian exchange rate: Evidencefrom variance ratio statistics and technicaltrading rules", European Journal of OperationalResearch, 2009Publication

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Selected Properties of the Extrudate", Polymers,2019Publication

Mansor H. Ibrahim, M. Shahid Ebrahim. "IslamicBanking and Finance: Beyond Comparison andInvestment Opportunities", Pacific-BasinFinance Journal, 2018Publication

Isabel Figuerola-Ferretti, IoannisParaskevopoulos, Tao Tang. "Pairs-trading andspread persistence in the European stockmarket", Journal of Futures Markets, 2018Publication

Yessy Peranginangin, Akbar Z. Ali, PaulBrockman, Ralf Zurbruegg. "The impact offoreign trades on emerging market liquidity",Pacific-Basin Finance Journal, 2016Publication

Panagiotis Andrikopoulos, Yueting Cui, SamarGad, Vasileios Kallinterakis. "Feedback tradingand the ramadan effect in frontier markets",Research in International Business and Finance,2020Publication

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Yu-Lun Chen, Wei-Che Tsai. "Determinants of

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price discovery in the VIX futures market",Journal of Empirical Finance, 2017Publication

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Donald Lien, Keshab Shrestha. "Price Discoveryin Interrelated Markets", Journal of FuturesMarkets, 2014Publication

Rahmi Erdem Aktuğ. "Empirical dynamics ofemerging financial markets during the globalmortgage crisis", Borsa Istanbul Review, 2015Publication

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Lee, C.C.. "Money demand function versusmonetary integration: Revisiting panel

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cointegration among GCC countries",Mathematics and Computers in Simulation,200810Publication

Mehmet Balcilar, Shawkat Hammoudeh, ElifAkay Toparli. "On the risk spillover across the oilmarket, stock market, and the oil related CDSsectors: A volatility impulse response approach",Energy Economics, 2018Publication

"The Interrelationship Between Financial andEnergy Markets", Springer Science andBusiness Media LLC, 2014Publication

Vincent Xiang, Michael T. Chng, Victor Fang."The economic significance of CDS pricediscovery", Review of Quantitative Finance andAccounting, 2015Publication

Chul W. Park. "Mispricing of US Shocks in theKorean Stock Market* : US Shocks in theKorean Stock Market", Asia-Pacific Journal ofFinancial Studies, 06/2011Publication

Santiago Forte, Juan Ignacio Peña. "Creditspreads: An empirical analysis on theinformational content of stocks, bonds, and

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CDS", Journal of Banking & Finance, 2009Publication

Paresh Kumar Narayan, Dinh Hoang BachPhan, Deepa Bannigidadmath. "Is theprofitability of Indian stocks compensation forrisks?", Emerging Markets Review, 2017Publication

Yong Zheng, Yufan Lu, Yong Hu, Yuping Tu."Chapter 83 Value at Risk Based on ThinMarkets of South East Asia", Springer Scienceand Business Media LLC, 2019Publication

Paresh Kumar Narayan, Susan Sunila Sharma."An analysis of time-varying commodity marketprice discovery", International Review ofFinancial Analysis, 2018Publication

Syed Jawad Hussain Shahzad, Safwan MohdNor, Shawkat Hammoudeh, MuhammadShahbaz. "Directional and bidirectional causalitybetween U.S. industry credit and stock marketsand their determinants", International Review ofEconomics & Finance, 2017Publication

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FINAL GRADE

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Evidence of price discovery on the Indonesian stock exchangeGRADEMARK REPORT

GENERAL COMMENTS

Instructor

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