Lunar Cycle Effect Towards Stock Return and Its Volatility
A study of behavioral finance phenomenon in Indonesian market
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The behavioral finance is a common term that really close to the investor's life. There are some anomalies which look irrational, but in fact and based on the research it can influence the stock return and also its volatilities. Investors sometimes may become irrational in determining their investment decision and surprisingly, natural phenomenon may affect investor behavior. People have believed for centuries that the moon cycle or is also well known as lunar cycle influences human psychology, behavior and health. Psychological and biological evidences show that lunar cycle affects the human ...
The behavioral finance is a common term that really close to the investor's life. There are some anomalies which look irrational, but in fact and based on the research it can influence the stock return and also its volatilities. Investors sometimes may become irrational in determining their investment decision and surprisingly, natural phenomenon may affect investor behavior. People have believed for centuries that the moon cycle or is also well known as lunar cycle influences human psychology, behavior and health. Psychological and biological evidences show that lunar cycle affects the human mood and their behaviors. This book will reveal about lunar cycle effect in Indonesian market whether it has significant impact towards stock return and the volatility. Research method that used in this study was GJR-GARCH because there was an asymmetric volatility effect. This book is for people and investors who passionate about market and would like to reveal whether market anomaly and behavioral finance does exist and study about it for their investment strategy.
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