This research aim to clarify deflect value of beta-stock coefficient enlisted Indonesian Stock Exchange and correction to the diffraction value by Scholes & Williams, Dimson, and also Fowler & Rorke method. The result indicate that beta-stock value is deflect, others result form normality-test also confirm the abnormal of return distribution. Adequate correction method for abnormal return distribution is Scholes And Williams with correct period 2 lag and 3 lead, while for normal distribution is Fowler-Rorke method with correct period 3 lag and 1 lead.
Keywords:
nonsyncronous-trading, thin tradings, bias, emerging market, trimming
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