Kartika, Astriyani Prima
Program Studi S1 Akuntansi Fakultas Ekonomi & Bisnis Univesitas Jenderal Soedirman

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN Kartika, Astriyani Prima; Jubaedah, Jubaedah; Yetti, Fitri
SAR (Soedirman Accounting Review) : Journal of Accounting and Business Vol 2 No 2 (2017): Vol 2 No 2 (2017): Soedirman Accounting Review Desember 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/sar.v2i2.588

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>