Pengaruh Perubahan Book to Market Value, Nilai Tukar, dan Ukuran Perusahaan terhadap Perubahan Return Saham
Capital market theory is concerned with the equilibrium relationship between risk and expectedreturn on risky assets (Drew, et al (2003). This study aims to investigate the effects of bookto-market value, exchange rate and firm’s size changes on the stock returns. The use of Engle-Granger’s Error Co...
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Format: | Article |
Language: | English |
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Universitas Diponegoro
2010-11-01
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Series: | Jurnal Akuntansi dan Auditing |
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Online Access: | https://ejournal.undip.ac.id/index.php/akuditi/article/view/4678 |