Estimation and Determinants of the Stock Price Haircuts on the IDX
Journal Title: Journal of Economics, Finance and Management Studies - Year 2023, Vol 6, Issue 09
Abstract
This study aimed to investigate the stock price haircut, so called estimating and determining the stock price haircut on the Jakarta Stock Exchange for the period of 2018 - 2021. Document. This study used 30 shares from the LQ-45 Index. The calculation of the haircut used Merton method, namely Distance to Default. Determining the stock price haircut used multiple regression. The results of this study state that the Debt to Equity Ratio, Liquidity and the Covid-19 Era significantly effect the stock price haircuts.
Authors and Affiliations
Adler Haymans Manurung, Jhonni Sinaga, Herlina Miftahul Zanah
Keywords
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- EP ID EP727537
- DOI 10.47191/jefms/v6-i9-38
- Views 47
- Downloads 0
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