ANALISIS EFFICIENT MARKET HYPOTHESIS PADA BURSA EFEK INDONESIA TERHADAP PASAR SAHAM ASEAN
نویسندگان
چکیده
منابع مشابه
efficient capital market hypothesis
the introductory issue of the journal of financial research contains six articles in farsi and one in english. it also offers a glossary of financial terminology. the first article deals with the efficient capital market hypothesis , and is authored by dr. ali jahankhani & hussein abdoh tabrizi. it explains the concept and theories of capital market efficiency and their historical development i...
متن کاملEffect of extracorporeal irradiation on segmental bone autograft incorporation in Sprague-Dawley rats
Latar belakang: Autograft tulang digunakan pada operasi rekonstruksi kasus tumor tulang. Extracorporeal irradiation (ECI) pada tulang digunakan untuk membunuh sel tumor. Namun radiasi juga menimbulkan efek negatif terhadap osteoinduksi dan osteogenensis untuk inkorporasi autograft tulang. Penelitian ini bertujuan mempelajari pengaruh iradiasi dengan dosis 50-300 Gy terhadap kemampuan inkorporas...
متن کاملAnalisis Keamanan Protokol Secure Socket Layer (SSL) Terhadap Proses Sniffing di Jaringan
Development of information technology, especially in the field of computer network allows the exchange of information faster and more complex and the data that is exchanged can vary. Security of data on communication in the network is a major thing. Secure socket layer (SSL) is the solution to the problem, but further research on the security of the SSL protocol transactions should be done to d...
متن کاملThe Efficient Market Hypothesis and Its Critics
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملMarket Efficiency of Asean Stock Markets
In this paper, we examine the stock market efficiency of the members of the Association of South East Asian Nations (ASEAN). We use the conventional individual variance ratio tests like the Lo and MacKinlay (1988) test, Choi (1999) test, Wright (2000) test and Chen and Deo (2006)) test to check for the efficient market hypothesis in these markets. We also perform the spectral shape test of Durl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SAR (Soedirman Accounting Review) : Journal of Accounting and Business
سال: 2017
ISSN: 2598-0718,2541-6839
DOI: 10.20884/1.sar.2017.2.2.588