PENGUJIAN EFISIENSI PASAR BENTUK LEMAH PADA BURSA EFEK INDONESIA (BEI) PERIODE 2015 - 2016

Key Words: Weak form, Run test, ten liquid stock, and ten illiquid stock All perpetrator capital market, need relevant information to take decisions before making an investment so that information should be justified. The weak form illustrates how much the price already happened reflects the price that will occur afterwards or thereafter. Technique used in this research is Run test. Run tests are used to test the randomness of changes in stock prices. The data used in this research are ten liquid stock and ten illiquid stock listed on Indonesia Stock Exchange (IDX) periods of 2015 - 2016.The results of this research are ten efficient liquid stocks in weak form and ten illiquid stocks are not efficient in weak for