PENGARUH BANKRUPTCY RISK, SIZE DAN BOOK-TO-MARKET PERUSAHAAN TERHADAP IMBAL HASIL

PENGARUH BANKRUPTCY RISK, SIZE DAN BOOK-TO-MARKET PERUSAHAAN TERHADAP IMBAL HASIL

This study investigates: a) the influence o f firm size and book-to-market ratio on bankruptcy risk, and b) the effect o f bankruptcy risk, firm size, and book-to-market ratio on subsequent return. The study employs Altman Z-Score and Ohlson 0-Score as proxies for bankruptcy risk. The results show t...

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Bibliographic Details
Main Authors: Chintya Afriani Utama, Astari Lumondang
Format: Article
Language:English
Published: Universitas Indonesia 2009-12-01
Series:JAKI (Jurnal Akuntansi dan Keuangan Indonesia)
Subjects:
bankruptcy risk
firm size
book-to-market
Z-Score
Online Access:http://jaki.ui.ac.id/index.php/home/article/view/265/265

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