Andersen T. &Bollerslev, T. (1997). Intraday Periodicity and Volatility Persistence in Financial Markets. Journal of Empirical Finance, 4, pp. 115-158

Aminda, Renea Shinta. (2019) “ Analisis Pembentukan Portofolio di Pasar Modal Indonesia,â€ Journal article IkraIth Ekonomika • March 2019 Indonesia

 Arago, Vicent- Nieto Luisa (2005), “Heterokedasticity in the return of the main world stock exchange indicesâ€: Volume versus GARCH Effect’, International financial, market, institution and money volume 15 page 271-284

Arifianto, M. Doddy. 2012. Ekonometrika Esensi dan Aplikasi dengan. Menggunakan Eviews. Jakarta: Erlangga

Abraham,  1994, Motivasi  dan  Kepribadian 2,  Jakarta:  PT.  Pustaka  Binawan Presindo

Benjelloun, H., and siddigi (2006),â€ Direct Diversification with small Portfolio, Advances in Investment Analysis and portfolio management, 2, pp 227-252

Bohl M.T. Henke H. (2003) Trading Volume and Stock Market Volatility: Polish Case, International Review of Financial Analysis, 12, pp. 513-525

Christine, Wei Jefry, (2003), “ Stock Diversification in The US Equity Marketâ€, 

D. Hamadu, (2010) “Modelling and Forecasting the Volatility of the Daily Returnsâ€, International Business Research, Vol. 3 No. 2 106-116

De Vassal, Vladimir, (2001), “Risk Diversification Benefits of Multiple-Stock Portofolioâ€, Journal Of Portofolio Management 27, 32-39.

Engle, R., (1982), “Autoregressive Conditional Heteroskedasticity with Estimates of United Kingdom Inflation,â€ Econometrica, Vol.50, 987-1008. 

Engle, R.F. and Ng, V.K., (1993),  “Measuring and testing  Impact of News on Volatility,  Journal of Finance, Vol. 48, 1022-1082. 

Epps, T.W. and Epps, M.L., (1976), “ Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for  Mixture of Distributions Hyposis,â€ Econometrica, Vol.44, No.2, 305-321. 

Epps, T.W., (1975), “Security Price Changes and Transaction Volumes: ory and    Evidence,â€  American Economic Review, Vol.65, No.4, 586-597.

Elton, E.J., and M.J. Gruber (1977), “Risk reduction and portfolio size: an analytical solutionâ€, Journal of Business, 50, 415-437. 

Elton dan Gruber, 2010:55 Elton,  Edwin  J.  and  Martin  J.  Gruber.  1995.  “Modern  Portfolio  Theory  and  Investment Analysisâ€. Toronto: John Wiley & Sons

Evans, J.L., and S.H. Archer (1968), “Diversification and the reduction of dispersion: an empirical analysisâ€, Journal of Finance, 23, 761-767. 5.

Fabozzi, Frank J., (1999), “ Investment Managementâ€ 2nd Edition (Prentice Hall), Engelwood Cliffs)

Fabozzi, Farank J (2001) “Investing in Commercial Mortgage-Backed Securities “ISBN: 978-1-883-24988-5 Dec 2000 269 pages

Fama, E.F., (1963), “ Behavior of Stock-Market Prices,â€  Journal of Business, Vol. 38, No. 1, 34-105. 

Gay, L.R. and Diehl, P.L. (1992) Research Methods for Business and Management. Mc. Millan Publishing Company, New York

Grasa AA. 1989.Econometric Model Selection: A new Approach Dordrecht: Academic Publishers.

Golub, G. H., & Van Loan, C. F. (1983). Matrix computations. Baltimore: Johns Hopkins University Press.


Granger, C. W. J and Morgernstern, O., (1963), “Spectral Analysis of New York Stock Market Prices,â€ Kyklos, Vol.16, No.1, 1-27. 

Horne,  J.C.V.  &  Wachowicz,  J.M. (2005). Prinsip-Prinsip  Manajemen  Keuangan Edisi  12  ( diterjemahkan  oleh  Fitriasari,  D  &  Kwary,  D.A  ).  Salemba  Empat. Jakarta

Hugida, Lyadinita (2010), Analisis Faktor-Faktor Yang Mempengaruhi Volatilitas Harga Saham (Studi pada Perusahaan yang Terdaftar dalam Indeks LQ45 Periode Tahun 2006-2009), Eprints Undip

Humphrey, J. (1996). Dalam Appiah-Gyimah et al. 2011. Globalisation and Supply Chain Networks: The Auto Industry in Brazil and India. Global Networks3(2), 121-142.

Jorion,   Philippe   (2007).   Value   at   Risk   The   New Benchmark   for   Managing   Financial Risk New York : McGraw –Hill

Kaluo, Eminike (2014), “ The relationship Between Stock Return Volatility and Trading Volume in Nigeriaâ€, Verslo Sistimos ir Ekonomika Business System And Economic Vol 4 (2)

Merton,  Robert.  K.  (1967). Social  Theory  and  Social  Structure. New  York:  The  Free 
PressSutrisno.  (2003).  Manajemen  Keuangan.  Teori  konsep  dan  aplikasi,  edisi  pertama EKONISIA. Yogyakarta.

Sundjaja Ridwan S. dan Inge Barlian. 2003. Manajemen Keuangan 1, Edisi kelima. Jakarta: Literata Lintas Media