ANALISIS EFISIENSI PASAR MODAL KONVENSIONAL BENTUK LEMAH DI BURSA EFEK INDONESIA PERIODE 2014-2015

Assakdiyah, Salamatun ANALISIS EFISIENSI PASAR MODAL KONVENSIONAL BENTUK LEMAH DI BURSA EFEK INDONESIA PERIODE 2014-2015. Universitas Ahmad Dahlan.

	Text Peer Review B.C412242021.pdf Download (4MB)
	Text Hasil Cek-ANALISIS EFISIENSI PASAR MODAL....pdf Download (1MB)

Abstract

The purpose of this study is to determine efficiency in a weak form conventional capital market in Indonesia using stock price data weekly in the 2014-2015 period. Techniques in testing market efficiency forms. This weakness uses a purposive sampling technique as well as a method for data collection using the documentation method. Obtained 36 companies which is included in the LQ-45 index which is used as a research sample. Testing the hypothesis of a weak form of capital market efficiency using the run test test. The results of this study, that the conventional capital market is efficient in a weak form using stock price information for the period research. It is proven by 33 shares (91.7%) moving randomly (random) and 3 shares (8.3%) move non-randomly (not randomly). Then it can be concluded that the conventional capital market is efficient in its form weak.

Item Type:	Other
Subjects:	H Social Sciences > HB Economic Theory
Divisi / Prodi:	Faculty of Economics (Fakultas Ekonomi) > S1-Management (S1 Manajemen)
Depositing User:	Dr Salamatun Asakdiyah
Date Deposited:	20 Aug 2021 07:38
Last Modified:	11 Jan 2022 00:57
URI:	http://eprints.uad.ac.id/id/eprint/24872

Actions (login required)

View Item