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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/1432

Title: ANALISIS CAPM, APT, MONDAY EFFECT DAN EFISIENSI PASAR MODAL PADA SEKTOR KEUANGAN DI BEI (PERIODE JANUARI – JUNI 2010)
Authors: Sparta, Sparta
Keywords: CAPM, APT, Random walk and Monday walk
Issue Date: 1-Dec-2010
Publisher: STIE-Indonesia Banking School Jakarta
Series/Report no.: Vo.7,No.1, Desember 2010;
Abstract: This study aimed to see whether the model of CAPM, APT can be applied in determining the stock price and stock beta. Another purpose of this study was to see whether there is random walk on the three banks share price movements studied were Beks, BNGA and BVIC and symptom effects on the third monday the stock price of the bank. The results of this study indicate that the CAPM model can be applied when the bank's stock. APT model can not be diterpakan the three shares. This is probably due to other factors beyond the market only variable exchange rate. From the test results of random walk and constants coeficient of the regression equation obtained by a simple model that the three bank stocks have price movements are random walk. Thus the capital market in the form of BEI not weak form efficient. Monday effect test results showed that the three bank stocks Monday there were no symptoms of effect
URI: http://hdl.handle.net/123456789/1432
ISSN: No.1829-9865
Appears in Collections:Akuntansi (Published)

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