Rizky Luxianto

University of Indonesia - Faculty of Economics

Researcher

Campus UI Depok

Depok, West Java 16424

Indonesia

SCHOLARLY PAPERS

4

DOWNLOADS

384

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (4)

Comparison in Measuring Effectiveness of Momentum and Contrarian Trading Strategy in Indonesian Stock Exchange

Number of pages: 76 Posted: 28 Oct 2010
Rizky Luxianto
University of Indonesia - Faculty of Economics
Downloads 212 (145,835)
Citation 2

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momentum strategy, contrarian strategy, behavioral finance, stocks market

Comparison in Measuring Effectiveness of Momentum and Contrarian Trading Strategy in Indonesian Stock Exchange

INDONESIAN CAPITAL MARKET REVIEW • VOL.III • NO.2 2011
Number of pages: 22 Posted: 27 Sep 2019
Rizky Luxianto
University of Indonesia - Faculty of Economics
Downloads 5 (653,608)

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momentum strategy, contrarian strategy, behavioral finance, stocks market

2.

Early Warning System in ASEAN Countries Using Capital Market Index Return: Modified Markov Regime Switching Model

Indonesian Capital Market Review (ICMR), Vol. III, No. 1, pp. 41-58, February 2011
Number of pages: 18 Posted: 21 Mar 2011
University of Indonesia (UI) - Department of Management, Faculty of Economics and Business, University of Indonesia, University of Indonesia - Faculty of Economics, University of Indonesia (UI) - Faculty of Economics and Business and affiliation not provided to SSRN
Downloads 139 (211,606)

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Early warning system, stock market, regime switching, threshold, Markov first order process

3.

Stock Market Prices and Financial System Stability

Number of pages: 38 Posted: 03 Sep 2019
Universitas Indonesia, Graduate School of Management, Universitas Indonesia, Graduate School of Management, University of Indonesia - Faculty of Economics, Bank Indonesia, Bank Indonesia, Bank Indonesia and Bank Indonesia
Downloads 23 (513,195)

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Macrofinancial Linkages, Macro-prudential, Macro-finance, Asset Mispricing, Fama-French 3-Factor Model, Fama-French 5-Factor Model, Financial Friction, Indonesian economy

4.

The Role of Capital on Islamic Bank Spin-Offs in Indonesia

The South East Asian Journal of Management, Vol. 13 No.2, 2019, pp. 119-139
Number of pages: 21 Posted: 16 Sep 2019
Universitas Indonesia, Graduate School of Management, University of Indonesia - Faculty of Economics, Universitas Indonesia, Graduate School of Management, University of Indonesia (UI) - Faculty of Economics and Business and University of Indonesia (UI) - Faculty of Economics and Business
Downloads 5 (625,515)

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spin-off, Islamic bank, capital, bank performance