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Journal : SAR (Soedirman Accounting Review): Journal of Accounting and Business

ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN Astriyani Prima Kartika; Jubaedah Jubaedah; Fitri Yetti
SAR (Soedirman Accounting Review) : Journal of Accounting and Business Vol 2 No 2 (2017)
Publisher : Program Studi S1 Akuntansi Fakultas Ekonomi & Bisnis Univesitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (724.193 KB) | DOI: 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>
ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN Astriyani Prima Kartika; Jubaedah Jubaedah; Fitri Yetti
SAR (Soedirman Accounting Review) : Journal of Accounting and Business Vol 2 No 2 (2017): December 2017
Publisher : Program Studi S1 Akuntansi Fakultas Ekonomi & Bisnis Univesitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 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>