Efficient Market Hypothesis and Market Anomalies of LQ 45 Index in Indonesia Stock Exchange

The validity of Efficient Market Hypothesis (EMH) needs to be examine and investigate throughout the time, particularly relates with the existence of Calendar Effect in one country stock exchange. LQ 45 Index is one of the Index that known as the most liquid index in Indonesia stock exchange, howeve...

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Bibliographic Details
Main Author: Helma Malini
Format: Article
Language:English
Published: Fakultas Ekonomi Universitas Sriwijaya 2019-06-01
Series:Sriwijaya International Journal of Dynamic Economics and Business
Subjects:
Online Access:http://sijdeb.unsri.ac.id/index.php/SIJDEB/article/view/141