Rossanto Dwi Handoyo, - and Mohd. Azlan Shah Zaidi, - and Wisnu Wibowo, - (2020) Indonesian stock market: Do bear and bull matter? Opción, 36 (S-27). pp. 898-916. ISSN 1012-1587

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Abstract

In this paper we attempt to investigate the foreign shock and domestic shock on determining the period of the bull and the bear of Indonesian Stock market. In particular, we investigate the impact of oil market, global stock market, money market, exchange rate market, and output market as explanatory variables in determining the period of bear and bull of stock market. The markets that perform well to predict the period of bull and bear period of Indonesian Stock Market are world oil market, Malaysia Stock Market, Singapore Stock Market, US Stock market and foreign exchange market.

Item Type:	Article
Uncontrolled Keywords:	Oil price shock, Bull and bear period, Stock market, Markov Switching VAR.
Subjects:	H Social Sciences H Social Sciences > HG Finance H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation > HG4551-4598 Stock exchanges
Divisions:	04. Fakultas Ekonomi dan Bisnis > Doktoral Ilmu Ekonomi 04. Fakultas Ekonomi dan Bisnis > Magister Ilmu Ekonomi
Creators:	Creators NIM Rossanto Dwi Handoyo, - NIDN0024087602 Mohd. Azlan Shah Zaidi, - UNSPECIFIED Wisnu Wibowo, - UNSPECIFIED
Depositing User:	Tn Sugeng Riyanto
Date Deposited:	13 Apr 2023 03:03
Last Modified:	13 Apr 2023 03:03
URI:	http://repository.unair.ac.id/id/eprint/123130
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