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Tinjauan Historis Hipotesis Pasar Efisien
Every finance professional can be ascertained to consider the concept of market efficiency in making financial decision in the capital market. According to the efficient market theory, the market is said to be efficient if 'security prices reflect all available information'. Over the last five decades, the efficient market theory has become one of the centres of research interest and has attracted attention, which has contributed to the development of corporate finance theory. Other interesting aspect of the efficient market hypothesis is the strong evident of anomaly in the market, which appears to confront the existing efficient market hypothesis. There are at east four types of market anomalies that have been identified, namely firm anomalies, seasonal anomalies, event anomalies, and accounting anomalies..Printed journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| MUI4002 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : Lembaga Manajemen Fakultas Ekonomi Universitas Indonesia |
|---|---|
| Edisi | - |
| Subjek | Efficient market hypotheses Weak form Semi strong form Strong form Anomaly. |
| ISBN/ISSN | 3029859 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |