%A Kartika, Astriyani Prima %A Jubaedah, Jubaedah %A Yetti, Fitri %D 2017 %T ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN %K %X This research aims to analyze the performance of Indonesia Stock Exchange to ASEAN stock market during period 2012-2016. The technique of determining the sample using purposive sampling method and 6 countries as sample are Indonesia, Singapore, Malaysia, Vietnam and Philippines. Hypothesis testing in this study using Descriptive Statistics Analysis, Test Run and Kolomogorov Smirnov with a significance level of 0.05. Test results show that: (1) Indonesia Stock Exchange has the highest efficient rating in ASEAN stock market (2) ASEAN Stock Exchange effect on Indonesia Stock Exchange. (3) The Indonesia Stock Exchange has a stock return pattern that fluctuates normally in the ASEAN stock market.div> %U http://jos.unsoed.ac.id/index.php/sar/article/view/588 %J SAR (Soedirman Accounting Review) : Journal of Accounting and Business %0 Journal Article %R 10.20884/1.sar.2017.2.2.588 %P 128-145%V 2 %N 2 %@ 2598-0718 %8 2017-12-16