mixed material bibliography Oktober 1997

p. 24-27 This paper tests weak form efficiency on the Jakarta Stock Exchange. To test serial independence non parametic correlation tests and runs tests were used. The results suggest that stock returns were mostly independently, but the Composite Index appears to have serial correlations significantly different from zero. Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen 25419 2005-11-23 00:00:00 2005-11-23 00:00:00 machine generated