PENGUJIAN EFISIENSI PASAR BENTUK LEMAH PADA PASAR MODAL INDONESIA PERIODE 2014-2017

  • Eka Yulianti Universitas Jendral Achmad Yani
  • Dwi Jayanti Universitas Jendral Achmad Yani
Keywords: : Efficient Market Hypothesis (HPE), Random Walk Theory, Run Test, Series Correlation Test

Abstract

Investigate the current consumption of assets for the benefit of the future. The investment can
be done by only one in the capital market which means that the investment is invested in the initial
capital assets. Profit or the same value is aimed at the investor's main interest in investing not released
from risk money. Such risks are inevitably uncertain about information movement in the stock market.
Relevant information available can be used as a basis for making decisions when to buy shares or
retain holdings of shares. In addition, information can also be a basis for consideration when to release
shares or not to buy shares at all. This information relates to Efficient Market Hypothesis (HPE) which
continues to research in financial markets. One of the forms of the Efficient Market (HPE) hypothesis is
that market efficiency is a weak form that is examined in this study. This market efficiency form is
related to random walk theory which assumes that past data is not related to present value.

Published
2019-07-17