Open AccessANALISIS 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 , stock market , stock (firearms) , business , sample (material) , economics , finance , geography , population , context (archaeology) , chemistry , demography , archaeology , sociology , chromatography
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>