SAR (Soedirman Accounting Review): Journal of Accounting and Business
Vol 2 No 2 (2017): December 2017

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)

Article Info

Publish Date
16 Dec 2017

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>

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

Abbrev

sar

Publisher

Universitas Jenderal Soedirman

Subject

Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Environmental Science Social Sciences

Description

SAR (Soedirman Accounting Review): Journal of Accounting and Business publishes original articles from various topics in the accounting field. SAR has open access policy and published by Faculty of Economics and Business, Universitas Jenderal Soedirman in co-operation with Indonesia Chartered ...