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Analisis Efficient Market Hypothesis (EMH) di Bursa Saham Syariah.

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The analysis on syariah-based stock market has become so important to be conducted since the transactions of stock exchange at a particular country will affect not only on the shape of stock market it self but also on the economics condition of the country. The paper emphasizes on the condition of the syariah-based stock exchange in Indonesia, United States of America(USA), Saudi Arabia and Malaysia by using efficient market hypothesis (EHM). The data used in this study were gathered from monthly index of stock exchange at those market from 2001:1 to 2008:11. According to EHM analysis, stock market is classified into there categories: weak form, semi-strong form and strong form. The econometrics test such as stationery data test and granger-causality test were used in this study. From stationery test, it is found that all variables are at the first differences, I (1). It indicates that the syariah-based stock market in Indonesia USA and Malaysia have tendencies to be the weak form. Meanwhile, the Saudi Arabia syariah-based stock exchange tends to be semi-strong fotrm.

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Informasi Detail

Judul Seri

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No. Panggil

EKUBANK/ Vol. 02, Juli 2009; hal. 11-21

Penerbit

Jakarta : STEKPI., 2009

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

8544131

Klasifikasi

NONE

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

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Info Detail Spesifik

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Pernyataan Tanggungjawab

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