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82 DAFTAR PUSTAKA Athanassakos, George. 2009. Value versus Growth Stocks Returns and the Value Premium: The Canadian Experience 1985-2005. Canadian Journal of Administrative Science 26: 109-121. Basu, S. 1977. Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis. Journal of Finance 32 (3): 663-682. Blazenko, George W., and Yufen Fu. 2013. Value versus Growth in Dynamic Equity Investing. Managerial Finance 39 (March): 272-305. Bodie, Z., Kane, A., and Marcus., A. 2014. Investment and Portfolio Management Global Edition. New York: McGraw Hill Higher Education. Brigham, E. F. dan Ehrhardt, M. C. 2011, Financial Management: Theory and Practice, Thirteenth Edition. Mason: South Western Cengage Learning. Bursa Efek Indonesia. 2020. Indeks Saham. https://www.idx.co.id/produk/indeks/, diakses pada 1 Oktober 2020. Capaul, C., Rowley, I., and Sharpe, W.F. 1993. International Value and Growth Stock Returns. Financial Analysts Journal, January-February: 27-36. Damodaran, Aswath. 2012. Value Investing: Investing for Grown Ups?. SSRN Electronics Journal, July: 1-52. Fama, E. F. and French, K. R. 1992. The Cross Section of Expected Stock Returns. The Journal of Finance 47 (2): 427-465. Fama, E. F. and French, K. R. 1998. Value versus Growth: The International Evidence. The Journal of Finance 53 (6): 75-99. Fardana, Alvin Aulia. 2018. Analisis Perbandingan Kinerja Portofolio Value Stock versus Growth Stock pada Saham-Saham di Bursa Efek Indonesia Periode 2015-2017. Tesis. Tidak dipublikasikan. Program Pascasarjana UGM Yogyakarta. Gunadarma, R. A. 2013. Analisis Kinerja Portofolio antara Growth Stock dan Value Stock. Tesis. Tidak dipublikasikan. Program Pascasarjana UGM Yogyakarta. Analisis Perbandingan Kinerja Portofolio Value Stock dan Growth Stock R ADITYA WIJAYA D, I Wayan Nuka Lantara, M. Si., Ph. D. Universitas Gadjah Mada, 2020 | Diunduh dari http://etd.repository.ugm.ac.id/

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Page 1: Analisis Perbandingan Kinerja Portofolio Value Stock dan

82

DAFTAR PUSTAKA

Athanassakos, George. 2009. Value versus Growth Stocks Returns and the Value

Premium: The Canadian Experience 1985-2005. Canadian Journal of

Administrative Science 26: 109-121.

Basu, S. 1977. Investment Performance of Common Stocks in Relation to Their

Price-Earnings Ratios: A Test of the Efficient Market Hypothesis. Journal

of Finance 32 (3): 663-682.

Blazenko, George W., and Yufen Fu. 2013. Value versus Growth in Dynamic

Equity Investing. Managerial Finance 39 (March): 272-305.

Bodie, Z., Kane, A., and Marcus., A. 2014. Investment and Portfolio Management

– Global Edition. New York: McGraw Hill Higher Education.

Brigham, E. F. dan Ehrhardt, M. C. 2011, Financial Management: Theory and

Practice, Thirteenth Edition. Mason: South Western Cengage Learning.

Bursa Efek Indonesia. 2020. Indeks Saham. https://www.idx.co.id/produk/indeks/,

diakses pada 1 Oktober 2020.

Capaul, C., Rowley, I., and Sharpe, W.F. 1993. International Value and Growth

Stock Returns. Financial Analysts Journal, January-February: 27-36.

Damodaran, Aswath. 2012. Value Investing: Investing for Grown Ups?. SSRN

Electronics Journal, July: 1-52.

Fama, E. F. and French, K. R. 1992. The Cross Section of Expected Stock Returns.

The Journal of Finance 47 (2): 427-465.

Fama, E. F. and French, K. R. 1998. Value versus Growth: The International

Evidence. The Journal of Finance 53 (6): 75-99.

Fardana, Alvin Aulia. 2018. Analisis Perbandingan Kinerja Portofolio Value Stock

versus Growth Stock pada Saham-Saham di Bursa Efek Indonesia Periode

2015-2017. Tesis. Tidak dipublikasikan. Program Pascasarjana UGM

Yogyakarta.

Gunadarma, R. A. 2013. Analisis Kinerja Portofolio antara Growth Stock dan Value

Stock. Tesis. Tidak dipublikasikan. Program Pascasarjana UGM

Yogyakarta.

Analisis Perbandingan Kinerja Portofolio Value Stock dan Growth StockR ADITYA WIJAYA D, I Wayan Nuka Lantara, M. Si., Ph. D.Universitas Gadjah Mada, 2020 | Diunduh dari http://etd.repository.ugm.ac.id/

Page 2: Analisis Perbandingan Kinerja Portofolio Value Stock dan

83

Gunawan, K. H., Sujana, I. K., dan Saputra, I. D. G. 2017. Perbedaan Return-Return

Sesuaian Risiko antara Value Stock dan Growth Stock di Bursa Efek

Indonesia. E-Jurnal Ekonomi dan Bisnis Universitas Udayana 6.3: 909-

934.

Hartono, Jogiyanto. 2019. Teori Portofolio dan Analisis Investasi. Yogyakarta:

BPFE.

Hussaini, M. 2016. Size and Value in the Stock Exchange of Thailand. Journal of

Financial Risk Management 5: 14-21.

Kuntarto, Febri. 2009. Analisis Growth Stock, Value Stock, dan Eksistensi Value

Premium di Bursa Efek Indonesia Periode 2004-2009. Tesis. Tidak

dipublikasikan. Program Pascasarjana UGM Yogyakarta.

Lakonishok, J., Shleifer, A., and Vishney, R. W. 1994. Contrarian Investment,

Extrapolation, and Risk. Journal of Finance 49: 1541-1578.

Liu, Z. and J. Wang. 2010. Long Term Performance of Value vs Growth Stocks:

Evidence from International Markets. International Journal of Finance and

Economics, 10 (4): 133-139.

Lye, C. T., 2012. The Performance and Efficiency of Growth and Value Stock:

Evidence from Asia. The International Journal of Applied Economic and

Finance 6 (1): 17-28.

Otoritas Jasa Keuangan. 2020. Statistik Pasar Modal Indonesia.

https://ojk.go.id/id/kanal/pasar-modal/data-dan-statistik/statistik-pasar-

modal/Default.aspx, diakses pada 20 November 2020.

Petkova, Ralitsa, and Lu, Zhang. 2005. Is Value Riskier than Growth? Journal of

Financial Economics 78 (1): 187-202.

Solnik, B. H., 1995. Why Not Diversity Internationally Rather than Domestically?.

Financial Analyst Journal, January-February: 89-94.

Tandelilin, Eduardus. 2017. Pasar Modal, Manajemen Portofolio, dan Investasi.

Yogyakarta: Kanisius.

Yen, J.Y., Sunb, Q., and Yan, Y. 2004. Value versus Growth Stocks in Singapore.

Journal of Multinational Financial Management 14: 19-34

Analisis Perbandingan Kinerja Portofolio Value Stock dan Growth StockR ADITYA WIJAYA D, I Wayan Nuka Lantara, M. Si., Ph. D.Universitas Gadjah Mada, 2020 | Diunduh dari http://etd.repository.ugm.ac.id/