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Rahmat Heru Setianto, author
Examining the islamic stock market efficiency: evidence from nonlinear estar unit root tests / Rahmat Heru Setianto, Turkhan Ali Abdul Manap
This paper empirically examines the efficient market hypothesis (EMH) in the Islamic stock market namely Jakarta Islamic Index by emphasizing on the random walk behavior and nonlinearity. In the first step, we employ Brock et al. (1996) test to examine the presence of nonlinear behavior in Jakarta Islamic Index. The evidence of nonlinear...
Universitas Airlangga, 2015
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Artikel Jurnal  Universitas Indonesia Library