Aptisi Transactions on Technopreneurship, 2019 This study aims to determine the difference in abnormal return, trading volume activity, and security return variability before and after the stock split announcement on companies listed on the Indonesia Stock Exchange for the period 2013 - 2015. Testing
R.A. Norromadani Yuniati +2 more
doaj +1 more source
The Analysis of Financial Performance Using Economic Value Added (Eva) and Market Value Added (Mva) Methods and Its Influence on Stock Return of Transportation Company Listed in Indonesia Stock Exchange [PDF]
, 2018 This study was conducted to examine the effect of Economic Value Added (EVA) and Market Value Added (MVA) and Its Effect on Stock Return. The research sample was taken from 5 transport company listed on the Indonesia Stock Exchange that have been through
Sahara, L. I. (Lia)
core
Leverage Keuangan Dan Likuiditas Saham Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Jakarta
Jurnal Manajemen Teori dan Terapan, 2008 This research focus on the effect of financial leverage on stock liquidity, with control variables included stock risk, return on assets, market capitalization, volume, institutional ownership during 2003-2004.
I Made Sudana, Nurul Intan
doaj +1 more source
PENGARUH ECONOMIC VALUE ADDED DAN RASIO PROFITABILITAS TERHADAP RETURN SAHAM(Studi pada Industri Food & Beverages yang Terdaftar di Bursa Efek Indonesia) [PDF]
, 2009 The purpose of this research is to measure the influence of Economic Value Added and profitability ratios to rate of stock return either simultaneously and partially in food & beverages industry at the period 2004 until 2008.
WAHYUNI, LINTANG DWI
core
Time-varying return predictability in the Chinese stock market
, 2016 China's stock market is the largest emerging market all over the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependence.
Jiang, Zhi-Qiang +2 more
core +1 more source
Jurnal Ilmu Keuangan dan Perbankan, 2017 This research was conducted to determine the influence of cash flow and net income to stock return on the agriculture companies listed at the Indonesia Stock Exchange in periode 2009-2013 either partially or simultaneously.
Panji Pramuditha, Mirza Fazlur Rahman
doaj +1 more source
Why are stock market returns correlated with future economic activities? [PDF]
Stock price, because it is a forward-looking variable, forecasts economic activities. An unexpected increase in stock price reflects that (i) future dividend growth is higher and/or (ii) future discount rates are lower than previously anticipated ...
Hui Guo
core
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets
, 2000 We select the $n$ stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the $k$ trading days of our database from the stock price time series. We study the ensemble return distribution for each
Lillo, Fabrizio, Mantegna, Rosario N.
core +1 more source
I-Finance, 2015 The aim of this research is to recognize the accuracy of CAPM and APT models in predicting the stock return of rural stocks and conventional stock at Jakarta Islamic Index. Variable of this research are JII stock return, Beta, Risk free, Market return,
Lemiyana Lemiyana
doaj
Multivariate Causal Estimates of Dividend Yields, Price Earning Ratio and Expected Stock Returns: Experience from Malaysia [PDF]
The study examines the relationship among Malaysian’s market stock return, dividend yields and price earnings rato. Specifically, it examines the existence of long-run and short-run relationship and also their predictive power (causality) between and ...
Abdul Fatah, Faizatul Syuhada +1 more
core +1 more source