Autokorelasi Silang Return Saham Perusahaan Besar dan Perusahaan Kecil di Bursa Efek Jakarta

The objective of this study is to examine to what extent lagged large firm return can pre¬dict current small firm returns. Samples include all Jakarta Stock Exchange’s companies that re¬lease their annual financial statements (net income) during January-July in 1998, 1999, 2000, 2001 and 2002. The r...

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Bibliographic Details
Main Author: Noor Endah Cahyawati
Format: Article
Language:English
Published: Universitas Islam Indonesia 2009-08-01
Series:Jurnal Akuntansi dan Auditing Indonesia
Online Access:https://journal.uii.ac.id/JAAI/article/view/844
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