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<http://katalog.ukdw.ac.id/id/eprint/2393> <http://purl.org/ontology/bibo/abstract> "Tujuan penelitian ini adalah untuk menguji integrasi pasar modal Indonesia dengan pasar modal ASEAN, Jepang dan Cina melalui Uji Kointegrasi (Cointegration) dan Uji Error Correction Model. Sampel yang digunakan adalah JKSE (Pasar Modal Indonesia), KLSE (Pasar Modal Malaysia), PSE (Pasar Modal Filipina), SET (Pasar Modal Thailand), STI (Pasar Modal Singapura), NIKKEI225 (Pasar Modal Jepang), dan SSE (Pasar Modal Cina). Data pada penelitian ini adalah data sekunder yang berjumlah 739 dari masing-masing sampel. Data dari sampel adalah indeks harga saham penutupan (close price) harian yang bersumber dari website Investing.com. Hasil dari penelitian ini adalah KLSE (Pasar Modal Malaysia), PSE (Pasar Modal Filipina), SET (Pasar Modal Thailand), STI (Pasar Modal Singapura), NIKKEI225 (Pasar Modal Jepang), dan SSE (Pasar Modal Cina) berkointegrasi atau berhubungan jangka panjang dengan JKSE (Pasar Modal Indonesia). Akan tetapi, tidak semua pasar modal berhubungan dinamis dengan JKSE (Pasar Modal Indonesia). KLSE (Pasar Modal Malaysia), SET (Pasar Modal Thailand), STI (Pasar Modal Singapura) berhubungan dinamis dengan JKSE (Pasar Modal Indonesia). PSE (Pasar Modal Filipina), NIKKEI225 (Pasar Modal Jepang), dan SSE (Pasar Modal Cina) tidak berhubungan dinamis dengan pasar JKSE (Pasar Modal Indonesia)."^^<http://www.w3.org/2001/XMLSchema#string> .
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