PEMBUKTIAN MODEL RANDOM WALK PADA SAHAM-SAHAM TOP GAINERS DAN TOP LOSERS DI BURSA EFEK INDONESIA

TUGIONO, YOHANES DENNY (2019) PEMBUKTIAN MODEL RANDOM WALK PADA SAHAM-SAHAM TOP GAINERS DAN TOP LOSERS DI BURSA EFEK INDONESIA. Other thesis, UNIKA SOEGIJAPRANATA SEMARANG.

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Abstract

Maximum profits generally is the main goal of every investor, it is done by analyzing the State of the market efficiently against the investment instrument. Random Walk model is one of the main strategies for investors to find out an efficient capital market indicators in the form of weak, thus investors often do not realize that the invested stocks allegedly have price data or return the random patterned so as supporting the achievement that primary goal. Growing periodly, as did the rapid advancement of means enabling investors to be able to achieve market efficiency. Indonesia stock exchange is the principal stock market that has developed a means of classification, such as the Top stock Gainers on the Top and the Losers is an indication that in the efficiency of capital markets. The last five year period there are many companies who have committed new listings on IDX and managed to get on the Top Gainers list and can beat companies that have long been plunged in BEI. Meanwhile, a random walk model proofs done on Top Gainers on stocks and the Top Losers in BEI stasioneritas runut test using time based on korelogram data on price and return the stock to produce a non-stationary data meaning in historical prices the time the data was concluded following the random walk model and is followed in the form of efficient markets is weak. Key words: maximum profits, weak form efficient market, Random Walk, Top Gainers, Top Losers

Item Type:	Thesis (Other)
Subjects:	300 Social Sciences > 330 Economics > Financial Economics > Stock Exchange
Divisions:	Faculty of Economics and Business > Department of Management
Depositing User:	Mr Lucius Oentoeng
Date Deposited:	22 Nov 2019 01:34
Last Modified:	18 Nov 2020 02:52
URI:	http://repository.unika.ac.id/id/eprint/20152

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