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UEU » Master Theses » Magister Manajemen
Posted by [email protected] at 23/11/2013 21:09:52  •  1452 Views


PENGUJIAN PASAR EFISIEN BENTUK LEMAH DAN TINGKAT PENGEMBALIAN SAHAM DI BURSA EFEK JAKARTA, 1998 - 2002

Test of Stock Market Efficiency (weak form) and stock performance 1998 - 2002 Period

Created by :
LINAYANTI TJIPTAWIDJAJA ( 1998-01-136 )



SubjectPENGUJIAN PASAR EFISIEN BENTUK LEMAH DAN TINGKAT PENGEMBALIAN SAHAM DI BURSA EFEK JAKARTA
1998 - 2002
Alt. Subject PENGUJIAN PASAR EFISIEN BENTUK LEMAH DAN TINGKAT PENGEMBALIAN SAHAM DI BURSA EFEK JAKARTA
1998 - 2002
Keywordbursa efek
pengujian pasar
tingkat pengembalian saham

Description:

Penelitian ini bertujuan untuk menganalisis perilaku harga saham dan kinerja saham di Bursa Efek Jakarta (BEJ) selama tiga periode Pemerintahan yang berbeda. Data yang digunakan terdiri dari 30 saham yang terdaftar di Bursa Efek Jakarta, dipilih secara random dan hanya yang aktif diperdagangkan dari tahun 1998 sampai dengan tahun 2002. Metoda penelitian yang digunakan adalah metoda Run test dan metoda Analysis of Variance (ANOVA). Hasil Penelitian menggunakan RunTest menunjukkan bahwa pasar saham di Bursa Efek Jakarta selama sekitar 5 tahun sejak orde baru berakhir, adalah tidak efisien walaupun dalam bentuk yang lemah, baik secara keseluruhan periode maupun ketiga penggalan waktu dengan pimpinan pemerintahan yang berbeda. Analisa kinerja bursa saham dengan menggunakan Analisysis of Variance menunjukkan bahwa pada level signifikan 1% dan 5 %, tidak ada perbedaan tingkat pengembalian saham di BEJ diantara 3 periode dengan pimpinan pemerintahan yang berbeda.


Alt. Description

This study was aimed to analyze the behavior of stock prices and its performance in The Jakarta Stock Exchange (JSX) within the three different presidential period post the Soeharto era. The data used in this analysis consists of 30 stocks of JSX listed company stocks that were actively traded since 1998 until 2002. Methods Analysis used were Run Test and Analysis of Variance (Anova). The results were that the stock market showed inefficiency though in a weak-form, in both overall period and the three segmented time frame of leadership. Performance of Stock Exchange used Anova show that there are no differences in Stock Return in the JSX at the significance level of 1% and 5% among the three periods of different leadership era.

Date Create:23/11/2013
Type:Text
Language:Indonesian
Identifier:UEU-Master-199801136
Collection ID:199801136


Rights :
Copyright @2013 by UEU Library. This publication is protected by copyright and per obtained from the UEU Library prior to any prohibited reproduction, storage in a re transmission in any form or by any means, electronic, mechanical, photocopying, reco For information regarding permission(s), write to UEU Library


Publication URL :
https://digilib.esaunggul.ac.id/pengujian-pasar-efisien-bentuk-lemahdan-tingkat-pengembalian-sahamdi-bursa-efek-jakarta-1998--2002-1093.html




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  1.  UEU-Master-1093-COVER.pdf - 9 KB
  2.  UEU-Master-1093-LEMBAR_PENGESAHAN.pdf - 10 KB
  3.  UEU-Master-1093-ABSTRAK.pdf - 12 KB
  4.  UEU-Master-1093-DAFTAR_ISI.pdf - 14 KB
  5.  UEU-Master-1093-DAFTAR_TABEL.pdf - 9 KB
  6.  UEU-Master-1093-DAFTAR_LAMPIRAN.pdf - 9 KB
  7.  UEU-Master-1093-DAFTAR_GAMBAR.pdf - 9 KB
  8.  UEU-Master-1093-BAB_I.pdf - 24 KB
  9.  UEU-Master-1093-DAFTAR_PUSTAKA.pdf - 10 KB
  10.  UEU-Master-1093-LAMPIRAN.pdf - 118 KB

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bursa , bursa efek , efek , pasar , pengembalian , pengujian , pengujian pasar , saham , tingkat , tingkat pengembalian saham



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