Detail Weak - Form Efficiency of The Jakarta Stock Exchange   Oleh:  Manurung, Adler Haymans Jenis: Article from Bulletin/Magazine Dalam koleksi: Jurnal Manajemen Prasetiya Mulya vol. IV no. 8 (1997), page 24-29. Topik: efficiency; weak - form efficiency; jakarta stock exchange Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ10.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel This paper tests weak - form efficiency on the jakarta stock exchange. To test serial independence non paramatic correlation tests and runs tests were used. The result suggest that stock returns were mostly independently, but the composite index appears to have serial correlations significantly different from zero. Filter rules were also tried for 30 stocks. Filter rules of 1 % and 5 % had sample returns not significant different from a buy and hold strategy. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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