An Analysis of Overreaction in Global Commodity Markets and Its Impact on Indonesia's Financial Markets: Empirical Evidence from The JCI And The Rupiah Exchange Rate
This study empirically examines the overreaction phenomenon in global commodity markets and its transmission to Indonesia's capital market and foreign exchange indicators, specifically the effect of crude oil and gold price overreaction—proxied through price-reversal indicators (abnormal return)—on the Abnormal Return...