BibTex Citation Data :
@article{JAA4678, author = {Etna Yuyetta}, title = {Pengaruh Perubahan Book to Market Value, Nilai Tukar, dan Ukuran Perusahaan terhadap Perubahan Return Saham}, journal = {JURNAL AKUNTANSI DAN AUDITING}, volume = {7}, number = {1}, year = {2010}, keywords = {book to market value, nilai tukar, ukuran perusahaan dan return saham}, abstract = {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 Correction Model completed with Cointegration Test, allow this study to testthe short term as well as the long term relationship between variables. The evidence show thatbook-to-market value and exchange rate changes do predict the stock return changes, but not forthe firm’s size. The interpretations and the implications are discussed.}, issn = {2549-7650}, pages = {80--93} doi = {10.14710/jaa.7.1.80-93}, url = {https://ejournal.undip.ac.id/index.php/akuditi/article/view/4678} }
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