ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN

  • Astriyani Prima Kartika Universitas Pembangunan Nasional Veteran Jakarta
  • Jubaedah Jubaedah Universitas Jenderal Soedirman
  • Fitri Yetti Universitas Pembangunan Nasional Veteran Jakarta
DOI: https://doi.org/10.20884/1.sar.2017.2.2.588

Abstract

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>
Published
2017-12-16
How to Cite
KARTIKA, Astriyani Prima; JUBAEDAH, Jubaedah; YETTI, Fitri. ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN. SAR (Soedirman Accounting Review) : Journal of Accounting and Business, [S.l.], v. 2, n. 2, p. 128 - 145, dec. 2017. ISSN 2598-0718. Available at: <https://jos.unsoed.ac.id/index.php/sar/article/view/588>. Date accessed: 23 feb. 2025. doi: https://doi.org/10.20884/1.sar.2017.2.2.588.
Citation Formats
Issue
Vol 2 No 2 (2017): December 2017
Section
Articles

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