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.

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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

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