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

Astriyani Prima Kartika | Zendy; Jubaedah Jubaedah | Zendy; Fitri Yetti | Zendy

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

Author(s) -

Astriyani Prima Kartika,

Jubaedah Jubaedah,

Fitri Yetti

Publication year - 2017

Publication title -

sar (soedirman accounting review) journal of accounting and business

Language(s) - English

Resource type - Journals

eISSN - 2598-0718

pISSN - 2541-6839

DOI - 10.20884/1.sar.2017.2.2.588

Subject(s) - stock exchange , nonprobability sampling , business , stock market , stock (firearms) , sample (material) , finance , geography , population , context (archaeology) , chemistry , demography , archaeology , chromatography , sociology

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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