Pengaruh Market Timing Ability dan Stock Selection Skill terhadap Kinerja Reksa Dana Saham
DAFTAR PUSTAKA
BUKU
Ghozali, Imam, 2006. Aplikasi Analisis Multivariate dengan Program SPSS,
Badan Penerbit Universitas Diponegoro, Semarang.
Situmorang, Syafrizal Helmi dan Muslich Lutfi, 2014. Analisis Data: untuk Riset
Manajemen dan Bisnis, USU Press, Medan.
Rivai, Veithzal, Andria Permata Veithzal dan Ferry N.Idroes, 2007. Bank and
Financial Institution Management, PT RajaGrafindo Persada, Jakarta.
Simatupang, Mangasa, 2010. Pengetahuan Praktis Investasi Saham dan Reksa
Dana, Penerbit Mitra Wacana Media, Jakarta.
Knight, John and Stephen Satchell, 2002. Performance Measurement in Finance:
Firms, Funds and Managers, Elsevier Science.
Hartono, Jogiyanto, 2014. Teori Portofolio dan Analisis Investasi, Edisi
Kesembilan, BPFEUGM. Yogyakarta.
Samsul, Muhamad, 2006. Pasar Modal dan Manajemen Portofolio. Erlangga,
Jakarta.
Jones, P. Charles, Siddharta Utama, Budi Frensidy, Irwan Edi Eka Putra, dan
Rachman Untung Budiman, 2009. Investment: Analysis and Management
(An Indonesian Adaption), Jhon Wiley and Sons, Asia.
Reilly, Frank K. dan Keith C. Brown, 2006. Investment Analysis and Portfolio
Management: 8th Edition, Thomson South-Western, USA.
TESIS
Putri, Rachmadini Adi, 2012. "Pengukuran Kemampuan Stock Selection dan
Market Timing Reksa Dana Saham di Indonesia", Tesis. Universitas
Indonesia
79
SKRIPSI
Syahid, Nur, 2015. Analisis Pengaruh Stock Selection Skill, Market Timing
Ability, Fund Longevit, Fund Cash Flow dan Fund Size terhadap Kinerja
Reksa Dana (Studi Kasus: Reksa Dana Saham Periode Tahun 2010-2014) ,
Skripsi. Universitas Diponegoro.
Putri, Cicilia Heny Mungkas, 2014. Analisis Pengaruh Market Timing Ability,
Stock Selection Skill, Expense Ratio dan Tingkat Risiko terhadap Kinerja
Reksa Dana Saham (Studi Pada Reksa Dana Saham Jenis KIK Periode
2009-2013) , Skripsi. Universitas Diponegoro.
Winingrum, Evi Putri, 2011. Analisis Stock Selection Skills, Market Timing
Ability, Size Reksa Dana, Umur Reksa Dana dan Expense Ratio Terhadap
Kinerja Reksa Dana Saham yang Terdaftar di Bursa Efek Indonesia Periode
Tahun 2006-2010 , Skripsi. Universitas Diponegoro.
Yuwono, Fajar Prasetyo, 2014. Analisis Kinerja Reksa Dana Saham Indonesia
pada Periode Kejatuhan dan Pemulihan Pasar 2008-2010 , Skripsi. Institut
Pertanian Bogor.
JURNAL
Susiana, Yosefa dan Arnold Kaudin, 2009. Evaluasi Kinerja Reksa Dana Saham
di Indonesia Tahun 2006 , Jurnal Ekonomi dan Bisnis. Vol. XV, No.1,
pp:17-33.
Wahdah, Rofiqah dan Joko Hartanto, 2012. Analisis Pengukuran Kinerja Reksa
Dana Saham di Indonesia , Jurnal Manajemen dan Akuntansi. Vol.13,
No.1, pp:73-84.
Waelan, 2008. Kemampuan Memilih Saham dan Market Timing Manajer
Investasi Reksa Dana Saham di Bursa Efek Indonesia , Jurnal Akuntansi
dan Auditing Indonesia. Vol.12, No.2, pp:167-176
Ahmad, Manzoor dan Udayan Samajpati, 2010. Evaluation of Stock Selection Skills
and Market Timing Abilities of Indian Fund Managers , Management Insight.
Vol.10, No.2, pp:71-82.
Elmessearya, Mohamed, 2014. Stock Picking and Market Timing of the
Egyptian Fund Managers: Evidence from the Financial Crisis , European
Journal of Sustainable Development, pp: 309-322.
80
Choudhary, Vikas dan Chawla, Preeti Sehgal, 2014. Selectivity and Market
Timing Ability of Fund Managers in India: An Analysis of Selected Equity
Mutual Funds , IOSR Journal of Economics and Finance, pp: 75-83.
Low, Soo-Wah, 2012. Market Timing and Selectivity Performance: A Crosssectional Analysis of Malaysian Unit Trust Funds , Prague Economic
Papers, pp: 205-219.
Zabiulla, 2014. Portofolio Strategies of Fund Managers in the Indian Capital
Market , IIMB Management Review, pp: 28-58
Chen, Dar-Hsin, Chin-Lin Chuang, Jane-Raung Lin, dan Chih-Lun Lan, 2013.
Market Timing and Stock Selection Ability of Mutual Fund Managers in
Taiwan: Applying The Traditional and Conditional Approaches ,
International Research Journal of Applied Finance. Vol. IV, pp: 75-98.
Kaur, Inderjit, 2013. Performance, Timing and Selectivity Skills of Indian Equity
Mutual Funds: An Empirical Approach , International Refereed Research
Journal. Vol. IV, pp: 87-94.
SITUS WWW (World Wide Web)
Erna,
J.
2014.
Kinerja
reksa
dana
saham
Reksa
Dana
2013
minus
3,66%.
Diprediksi
Turun.
http://ekbis.sindonews.com : Fenomena Kinerja Reksa Dana Saham
Astria,
Riendy,
2015.
Imbal
Hasil
2015
http://market.bisnis.com/ : Fenomena Kinerja Reksa Dana Saham
Sukiwan, Maggie Quesada, 2015, Kinerja Reksa Dana Saham Paling Buruk
http://bisniskeuangan.kompas.com : Fenomena Kinerja Reksa Dana Saham
Astria, Riendy, 2015. Januari 2015, Kinerja Reksa Dana Di Bawah Indeks,
http://market.bisnis.com/ : Fenomena Kinerja Reksa Dana Saham
aria.bapepam.go.id : Data Nilai Aktiva Bersih Reksa Dana Saham.
bi.go.id : Data Suku Bunga Bank Indonesia (BI rate).
finance.yahoo.com : Data Indeks IHSG.
http://www.bareksa.com/id/data/reksadana/109/panin-dana-prima : Profil Panin
Dana Prima
http://www.bareksa.com/id/data/reksadana/108/panin-dana-maksima
Panin Dana Maksima
:
Profil
81
http://www.bareksa.com/id/data/mutualfund/11/axa-citradinamis : Profil AXA
Citra Dinamis
http://www.bareksa.com/id/data/reksadana/105/aberdeen-indonesia-equity-fund :
Profil Aberdeen Indonesia Equity Fund
http://www.bareksa.com/id/data/mutualfund/23/bni-am-dana-berkembang : Profil
Bni Reksadana Berkembang
:
http://www.bareksa.com/id/data/reksadana/26/bnp-paribas-infrastruktur-plus
Profil Bnp Paribas Insfrastruktur Plus
http://www.bareksa.com/id/data/mutualfund/25/bnp-paribas-ekuitas : Profil Pnb
Paribas Ekuitas
http://www.bareksa.com/id/data/mutualfund/29/bnp-paribas-pesona : Profil Pnb
Paribas Pesona
http://www.bareksa.com/id/data/mutualfund/31/bnp-paribas-solaris : Profil Bnp
Paribas Solaris
http://www.bareksa.com/id/data/mutualfund/39/dana-ekuitas-andalan
Dana Ekuitas Andalan
:
Profil
http://www.bareksa.com/id/data/mutualfund/40/dana-ekuitas-prima : Profil Dana
Ekuitas Prima
http://www.bareksa.com/id/data/mutualfund/16/batavia-dana-saham
Batavia Dana Saham
:
Profil
http://www.bareksa.com/id/data/mutualfund/18/batavia-dana-saham-optimal
Batavia Dana Saham Optimal
http://www.bareksa.com/id/data/mutualfund/35/cimb-principal-equity-aggressive
: Profil Cimb-Principal Equity Aggressive
http://www.bareksa.com/id/data/mutualfund/119/rencana-cerdas : Profil Rencana
Cerdas
http://www.bareksa.com/id/data/mutualfund/62/grow-2-prosper : Profil Grow-2Prosper
http://www.bareksa.com/id/data/mutualfund/51/emco-growth-fund : Profil Emco
Growth Fund
82
http://www.bareksa.com/id/data/mutualfund/58/first-state-indoequity-valueselect-fund : Profil First State Indoequity Value Select Fund
http://www.bareksa.com/id/data/mutualfund/57/first-state-indoequity-sectoralfund : Profil First State Indoequity Sectoral Fund
http://www.bareksa.com/id/data/mutualfund/54/first-state-indoequity-dividendyield-fund : Profil Fs Indoequity Dividend Yield Fund
:
http://www.bareksa.com/id/data/mutualfund/61/maybank-gmt-dana-ekuitas
Profil Maybank Gmt Dana Ekuitas
http://www.bareksa.com/id/data/mutualfund/68/lautandhana-equity
Lautandhana Equity
:
Profil
http://www.bareksa.com/id/data/mutualfund/98/mnc-dana-ekuitas : Profil Mnc
Dana Ekuitas
http://www.bareksa.com/id/data/mutualfund/75/mandiri-investa-atraktif : Profil
Mandiri Investa Atraktif
http://www.bareksa.com/id/data/mutualfund/79/mandiri-investa-ugm-endowmentplus : Profil Mandiri Investa Ugm Endowment Plus
http://www.bareksa.com/id/data/mutualfund/85/manulife-dana-saham
Manulife Dana Saham
:
Profil
http://www.bareksa.com/id/data/mutualfund/88/manulife-saham-andalan : Profil
Manulife Saham Andalan
http://www.bareksa.com/id/data/mutualfund/116/pratama-saham : Profil Pratama
Saham
:
http://www.bareksa.com/id/data/reksadana/131/schroder-dana-prestasi-plus
Profil Schroder Dana Prestasi Plus
http://www.bareksa.com/id/data/reksadana/129/schroder-dana-istimewa : Profil
Schroder Dana Istimewa
http://www.bareksa.com/id/data/mutualfund/134/simas-danamas-saham : Profil
Simas Danamas Saham
http://www.bareksa.com/id/data/mutualfund/138/syailendra-equity-opportunityFund : Profil Syailendra Equity Opportunity Fund
http://www.bareksa.com/id/data/reksadana/143/trim-kapital : Profil Trim Kapital
83
http://www.bareksa.com/id/data/mutualfund/144/trim-kapital-plus : Profil Trim
Kapital Plus
http://www.bpam.co.id/Ajax/prestasi.php : Penghargaan Yang Diraih Reksa Dana
Di Indonesia
http://m.bola.viva.co.id/news/eead/294294-17-reksa-dana-terbaik-selama-2011 :
Penghargaan Yang Diraih Reksa Dana Di Indonesia
http://www.beritasatu.com/investasi-portofolio/169806-daftar-pemenang-reksadana-terbaik-2014-versi-majalah-investor.html : Penghargaan Yang Diraih
Reksa Dana Di Indonesia
84
BUKU
Ghozali, Imam, 2006. Aplikasi Analisis Multivariate dengan Program SPSS,
Badan Penerbit Universitas Diponegoro, Semarang.
Situmorang, Syafrizal Helmi dan Muslich Lutfi, 2014. Analisis Data: untuk Riset
Manajemen dan Bisnis, USU Press, Medan.
Rivai, Veithzal, Andria Permata Veithzal dan Ferry N.Idroes, 2007. Bank and
Financial Institution Management, PT RajaGrafindo Persada, Jakarta.
Simatupang, Mangasa, 2010. Pengetahuan Praktis Investasi Saham dan Reksa
Dana, Penerbit Mitra Wacana Media, Jakarta.
Knight, John and Stephen Satchell, 2002. Performance Measurement in Finance:
Firms, Funds and Managers, Elsevier Science.
Hartono, Jogiyanto, 2014. Teori Portofolio dan Analisis Investasi, Edisi
Kesembilan, BPFEUGM. Yogyakarta.
Samsul, Muhamad, 2006. Pasar Modal dan Manajemen Portofolio. Erlangga,
Jakarta.
Jones, P. Charles, Siddharta Utama, Budi Frensidy, Irwan Edi Eka Putra, dan
Rachman Untung Budiman, 2009. Investment: Analysis and Management
(An Indonesian Adaption), Jhon Wiley and Sons, Asia.
Reilly, Frank K. dan Keith C. Brown, 2006. Investment Analysis and Portfolio
Management: 8th Edition, Thomson South-Western, USA.
TESIS
Putri, Rachmadini Adi, 2012. "Pengukuran Kemampuan Stock Selection dan
Market Timing Reksa Dana Saham di Indonesia", Tesis. Universitas
Indonesia
79
SKRIPSI
Syahid, Nur, 2015. Analisis Pengaruh Stock Selection Skill, Market Timing
Ability, Fund Longevit, Fund Cash Flow dan Fund Size terhadap Kinerja
Reksa Dana (Studi Kasus: Reksa Dana Saham Periode Tahun 2010-2014) ,
Skripsi. Universitas Diponegoro.
Putri, Cicilia Heny Mungkas, 2014. Analisis Pengaruh Market Timing Ability,
Stock Selection Skill, Expense Ratio dan Tingkat Risiko terhadap Kinerja
Reksa Dana Saham (Studi Pada Reksa Dana Saham Jenis KIK Periode
2009-2013) , Skripsi. Universitas Diponegoro.
Winingrum, Evi Putri, 2011. Analisis Stock Selection Skills, Market Timing
Ability, Size Reksa Dana, Umur Reksa Dana dan Expense Ratio Terhadap
Kinerja Reksa Dana Saham yang Terdaftar di Bursa Efek Indonesia Periode
Tahun 2006-2010 , Skripsi. Universitas Diponegoro.
Yuwono, Fajar Prasetyo, 2014. Analisis Kinerja Reksa Dana Saham Indonesia
pada Periode Kejatuhan dan Pemulihan Pasar 2008-2010 , Skripsi. Institut
Pertanian Bogor.
JURNAL
Susiana, Yosefa dan Arnold Kaudin, 2009. Evaluasi Kinerja Reksa Dana Saham
di Indonesia Tahun 2006 , Jurnal Ekonomi dan Bisnis. Vol. XV, No.1,
pp:17-33.
Wahdah, Rofiqah dan Joko Hartanto, 2012. Analisis Pengukuran Kinerja Reksa
Dana Saham di Indonesia , Jurnal Manajemen dan Akuntansi. Vol.13,
No.1, pp:73-84.
Waelan, 2008. Kemampuan Memilih Saham dan Market Timing Manajer
Investasi Reksa Dana Saham di Bursa Efek Indonesia , Jurnal Akuntansi
dan Auditing Indonesia. Vol.12, No.2, pp:167-176
Ahmad, Manzoor dan Udayan Samajpati, 2010. Evaluation of Stock Selection Skills
and Market Timing Abilities of Indian Fund Managers , Management Insight.
Vol.10, No.2, pp:71-82.
Elmessearya, Mohamed, 2014. Stock Picking and Market Timing of the
Egyptian Fund Managers: Evidence from the Financial Crisis , European
Journal of Sustainable Development, pp: 309-322.
80
Choudhary, Vikas dan Chawla, Preeti Sehgal, 2014. Selectivity and Market
Timing Ability of Fund Managers in India: An Analysis of Selected Equity
Mutual Funds , IOSR Journal of Economics and Finance, pp: 75-83.
Low, Soo-Wah, 2012. Market Timing and Selectivity Performance: A Crosssectional Analysis of Malaysian Unit Trust Funds , Prague Economic
Papers, pp: 205-219.
Zabiulla, 2014. Portofolio Strategies of Fund Managers in the Indian Capital
Market , IIMB Management Review, pp: 28-58
Chen, Dar-Hsin, Chin-Lin Chuang, Jane-Raung Lin, dan Chih-Lun Lan, 2013.
Market Timing and Stock Selection Ability of Mutual Fund Managers in
Taiwan: Applying The Traditional and Conditional Approaches ,
International Research Journal of Applied Finance. Vol. IV, pp: 75-98.
Kaur, Inderjit, 2013. Performance, Timing and Selectivity Skills of Indian Equity
Mutual Funds: An Empirical Approach , International Refereed Research
Journal. Vol. IV, pp: 87-94.
SITUS WWW (World Wide Web)
Erna,
J.
2014.
Kinerja
reksa
dana
saham
Reksa
Dana
2013
minus
3,66%.
Diprediksi
Turun.
http://ekbis.sindonews.com : Fenomena Kinerja Reksa Dana Saham
Astria,
Riendy,
2015.
Imbal
Hasil
2015
http://market.bisnis.com/ : Fenomena Kinerja Reksa Dana Saham
Sukiwan, Maggie Quesada, 2015, Kinerja Reksa Dana Saham Paling Buruk
http://bisniskeuangan.kompas.com : Fenomena Kinerja Reksa Dana Saham
Astria, Riendy, 2015. Januari 2015, Kinerja Reksa Dana Di Bawah Indeks,
http://market.bisnis.com/ : Fenomena Kinerja Reksa Dana Saham
aria.bapepam.go.id : Data Nilai Aktiva Bersih Reksa Dana Saham.
bi.go.id : Data Suku Bunga Bank Indonesia (BI rate).
finance.yahoo.com : Data Indeks IHSG.
http://www.bareksa.com/id/data/reksadana/109/panin-dana-prima : Profil Panin
Dana Prima
http://www.bareksa.com/id/data/reksadana/108/panin-dana-maksima
Panin Dana Maksima
:
Profil
81
http://www.bareksa.com/id/data/mutualfund/11/axa-citradinamis : Profil AXA
Citra Dinamis
http://www.bareksa.com/id/data/reksadana/105/aberdeen-indonesia-equity-fund :
Profil Aberdeen Indonesia Equity Fund
http://www.bareksa.com/id/data/mutualfund/23/bni-am-dana-berkembang : Profil
Bni Reksadana Berkembang
:
http://www.bareksa.com/id/data/reksadana/26/bnp-paribas-infrastruktur-plus
Profil Bnp Paribas Insfrastruktur Plus
http://www.bareksa.com/id/data/mutualfund/25/bnp-paribas-ekuitas : Profil Pnb
Paribas Ekuitas
http://www.bareksa.com/id/data/mutualfund/29/bnp-paribas-pesona : Profil Pnb
Paribas Pesona
http://www.bareksa.com/id/data/mutualfund/31/bnp-paribas-solaris : Profil Bnp
Paribas Solaris
http://www.bareksa.com/id/data/mutualfund/39/dana-ekuitas-andalan
Dana Ekuitas Andalan
:
Profil
http://www.bareksa.com/id/data/mutualfund/40/dana-ekuitas-prima : Profil Dana
Ekuitas Prima
http://www.bareksa.com/id/data/mutualfund/16/batavia-dana-saham
Batavia Dana Saham
:
Profil
http://www.bareksa.com/id/data/mutualfund/18/batavia-dana-saham-optimal
Batavia Dana Saham Optimal
http://www.bareksa.com/id/data/mutualfund/35/cimb-principal-equity-aggressive
: Profil Cimb-Principal Equity Aggressive
http://www.bareksa.com/id/data/mutualfund/119/rencana-cerdas : Profil Rencana
Cerdas
http://www.bareksa.com/id/data/mutualfund/62/grow-2-prosper : Profil Grow-2Prosper
http://www.bareksa.com/id/data/mutualfund/51/emco-growth-fund : Profil Emco
Growth Fund
82
http://www.bareksa.com/id/data/mutualfund/58/first-state-indoequity-valueselect-fund : Profil First State Indoequity Value Select Fund
http://www.bareksa.com/id/data/mutualfund/57/first-state-indoequity-sectoralfund : Profil First State Indoequity Sectoral Fund
http://www.bareksa.com/id/data/mutualfund/54/first-state-indoequity-dividendyield-fund : Profil Fs Indoequity Dividend Yield Fund
:
http://www.bareksa.com/id/data/mutualfund/61/maybank-gmt-dana-ekuitas
Profil Maybank Gmt Dana Ekuitas
http://www.bareksa.com/id/data/mutualfund/68/lautandhana-equity
Lautandhana Equity
:
Profil
http://www.bareksa.com/id/data/mutualfund/98/mnc-dana-ekuitas : Profil Mnc
Dana Ekuitas
http://www.bareksa.com/id/data/mutualfund/75/mandiri-investa-atraktif : Profil
Mandiri Investa Atraktif
http://www.bareksa.com/id/data/mutualfund/79/mandiri-investa-ugm-endowmentplus : Profil Mandiri Investa Ugm Endowment Plus
http://www.bareksa.com/id/data/mutualfund/85/manulife-dana-saham
Manulife Dana Saham
:
Profil
http://www.bareksa.com/id/data/mutualfund/88/manulife-saham-andalan : Profil
Manulife Saham Andalan
http://www.bareksa.com/id/data/mutualfund/116/pratama-saham : Profil Pratama
Saham
:
http://www.bareksa.com/id/data/reksadana/131/schroder-dana-prestasi-plus
Profil Schroder Dana Prestasi Plus
http://www.bareksa.com/id/data/reksadana/129/schroder-dana-istimewa : Profil
Schroder Dana Istimewa
http://www.bareksa.com/id/data/mutualfund/134/simas-danamas-saham : Profil
Simas Danamas Saham
http://www.bareksa.com/id/data/mutualfund/138/syailendra-equity-opportunityFund : Profil Syailendra Equity Opportunity Fund
http://www.bareksa.com/id/data/reksadana/143/trim-kapital : Profil Trim Kapital
83
http://www.bareksa.com/id/data/mutualfund/144/trim-kapital-plus : Profil Trim
Kapital Plus
http://www.bpam.co.id/Ajax/prestasi.php : Penghargaan Yang Diraih Reksa Dana
Di Indonesia
http://m.bola.viva.co.id/news/eead/294294-17-reksa-dana-terbaik-selama-2011 :
Penghargaan Yang Diraih Reksa Dana Di Indonesia
http://www.beritasatu.com/investasi-portofolio/169806-daftar-pemenang-reksadana-terbaik-2014-versi-majalah-investor.html : Penghargaan Yang Diraih
Reksa Dana Di Indonesia
84