Efisiensi Pasar Modal Indonesia Bentuk Lemah dan Setengah Kuat Pada PT Bursa Efek Jakarta (BEJ) Tahun 2002-2003  

Oleh:

Lestari, Sri ; Donny

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Journal of Economics, Business, & Accountancy: ventura vol. 9 no. 3 (2006), page 101-121.
Topik: bursa efek; abnormal return; cumulative abnormal return; block trading

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: VV5.4 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

Lihat Detail Induk

Isi artikel

The efficiency of Capital market in Indonesia at the Jakarta Stock Exchange is considered weak form market efficiency, using price information of the year 2002-2003. This has been tested by using autocorrelation and run test. However, based on testing of the half - strong form market efficiency with Abnormal Return and Cumulative Abnormal Return, by using block trading information in 2002 - 2003, it has not yet achieved at the half - strong form of efficiency. Due to such a testing, it is advisable for being critical of all information mainly related to block trading information.

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