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Journal articles on the topic 'Return period'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

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1

Takahashi, Toru, Hirozo Mihashi, and Masanori Izumi. "Return Period and Return Period Conversion Coefficient." Journal of Snow Engineering of Japan 9, no. 1 (1993): 11–14. http://dx.doi.org/10.4106/jsse.9.11.

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2

Hamad, Samer. "The Effect of Average Collection Period, The Inventory Turnover Period, and The Average Inventory Period on Return on Assets." European Scientific Journal, ESJ 20, no. 31 (2024): 61. https://doi.org/10.19044/esj.2024.v20n31p61.

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The importance of the Cash Conversion Cycle (CCC) emerges in helping to make appropriate financing decisions for different industries. Therefore, the research focuses on the return on assets (ROA) issues and how it is affected by the three components of the cash conversion cycle; Average Collection Period (ACP), Average Inventory Turnover Period (ITP), and Average Payment Period (APP). Since the topic refers to the potential statistical relationship between the three components and the return on assets, the research has been organized to find the validity of the answer to the research question

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3

Rosyadi, Agi, and Yuyun Yuniasih. "PENGARUH NON PERFORMING LOAN TERHADAP RETURN ON ASSET (Survey pada PT Bank Negara Indonesia (Persero) Tbk)." BanKu: Jurnal Perbankan dan Keuangan 1, no. 1 (2020): 1–8. http://dx.doi.org/10.37058/banku.v1i1.1510.

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ABSTRACTThe purpose of this study was to determine and analyze Non-Performing Loans and Returns on Assets and the magnitude of the influence of Non-Performing Loans on Return On Assets at PT Bank Negara Indonesia (Persero) Tbk period 2007-2017. The research approach uses a quantitative approach with explanatory methods. The sampling technique uses purposive sampling with time series analysis using secondary data, namely the financial statements of PT Bank Negara Indonesia (Persero) Tbk for the period 2007-2017. The statistical analysis technique used is simple linear regression through the cla

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4

Bahri, Yoga Mudofar, Kokom Komariah, and Dicky Jhoansyah. "Analisis Return On Asset Return On Equity Debt To Asset Ratio Debt To Equity Ratio Terhadap Return Saham (Study Pt. Xl Axiata Tbk Yang Terdaftar Di Bursa Efek Indonesia Periode 2014-2021)." Journal of Economic, Bussines and Accounting (COSTING) 7, no. 1 (2023): 1735–45. http://dx.doi.org/10.31539/costing.v7i1.6850.

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This study aims to determine financial performance as measured by Debt to Asset Ratio (DAR), Debt to Equity (DER), Return On Assets (ROA), Retun On Equity (ROE) on Stock Returns at PT. XL Axiata Tbk which is listed on the Indonesia Stock Exchange for the 2014-2020 period. The sampling technique was purposive sampling, obtained by companies as research samples, namely: PT. XL Axiata Tbk for the 2014-2021 period. Data collected secondary data with descriptive and associative methods of quantitative approaches. Data analysis technique correlation analysis, analysis of the coefficient of determina

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Lahmiri, Salim, and Stelios Bekiros. "The Informational Dynamics of Mean‒Variance Relationships in Fertilizer Markets: An Entropic Investigation." Entropy 20, no. 9 (2018): 677. http://dx.doi.org/10.3390/e20090677.

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The risk‒return trade-off is a fundamental relationship that has received a large amount of attention in financial and economic analysis. Indeed, it has important implications for understanding linear dynamics in price returns and active quantitative portfolio optimization. The main contributions of this work include, firstly, examining such a relationship in five major fertilizer markets through different time periods: a period of low variability in returns and a period of high variability such as that during which the recent global financial crisis occurred. Secondly, we explore how entropy

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Kramer, Steven L., and Roy T. Mayfield. "Return Period of Soil Liquefaction." Journal of Geotechnical and Geoenvironmental Engineering 133, no. 7 (2007): 802–13. http://dx.doi.org/10.1061/(asce)1090-0241(2007)133:7(802).

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7

Izatullayeva, Bibigul, Gulzhanat Tayauova, Gulnara Sadykova, Madina Toktibayeva, and Altynbek Kenzhaliyev. "A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices." International Journal of Energy Economics and Policy 13, no. 1 (2023): 395–402. http://dx.doi.org/10.32479/ijeep.13881.

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The positive steps taken since the beginning of the 2000s have brought Kazakhstan's economy ahead of its peers. Making this economic growth sustainable depends on the correct determination of the interaction between economic instruments. Therefore, we aim to determine the relationship between the returns of oil and energy companies traded on the Kazakhstan Stock Exchange (KASE) and the returns of the KASE index, exchange rate, and selected international energy indices. The data were analyzed using the VAR method. Our analysis showed that the two-period lagged value of the KZTO variable, the on

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8

Tsuji, Chikashi. "An Analysis of Stock Return Transmission in North and Latin America." International Journal of Business Administration 10, no. 6 (2019): 14. http://dx.doi.org/10.5430/ijba.v10n6p14.

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This study empirically examines the return transmission effects between the four North and Latin American stock markets in the US, Canada, Brazil, and Mexico. More specifically, applying a standard vector autoregression (VAR) model, we obtain the following interesting findings. First, (1) the return transmission effects between the four North and Latin American stock markets became much tighter in our second subsample period. Second, (2) in particular, US and Mexican stock markets are strong return transmitters in the recent period. Furthermore, (3) both in our first and second subsample perio

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Ramaiah Ramasamy, Rajamohan, and Sathish Pachiyappan. "Holding period for positive return from Indian mutual funds." Investment Management and Financial Innovations 16, no. 1 (2019): 346–64. http://dx.doi.org/10.21511/imfi.16(1).2019.27.

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In India, households predominantly prefer to invest their surplus in financial securities, which provide stable return irrespective of whether they beat inflation or help in creating wealth. However, financial planners advise their clients to invest their surplus for long term in risky assets such as mutual funds to generate inflation beating returns. But when households ask for the meaning of long term in a definite number, it varies among the financial advisors. Hence, the study made an attempt to answer this question by calculating the minimum time duration required to generate a minimum po

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10

Permatasari, Fransisca Indah, and Posma Sariguna Johnson Kennedy. "THE INFLUENCE OF FUNDAMENTAL FACTORS ON STOCK RETURNS BEI MANUFACTURING COMPANY IN THE PERIOD 2009-2015." Fundamental Management Journal 2, no. 1s (2018): 87–97. http://dx.doi.org/10.33541/fjm.v2i1s.551.

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This study aimed to analyze the influence of Economic Value Added, Return on Equity, Debt To Equity and Price Earning Ratio of stock returns. The population in this study are all manufacturing companies listed on the Stock Exchange from 2009 to 2015 period. This type of sampling in this study using purposive sampling technique. The data used in this research is secondary data in the form of data that is so or publication.The results showed that the return on equity negative effect on stock returns in the 2009-2015 period manufacturing company, Debt To Equity negative effect on stock returns in

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Permatasari, Fransisca Indah, and Posma Sariguna Johnson Kennedy. "THE INFLUENCE OF FUNDAMENTAL FACTORS ON STOCK RETURNS BEI MANUFACTURING COMPANY IN THE PERIOD 2009-2015." Fundamental Management Journal 2, no. 1 (2018): 87–97. http://dx.doi.org/10.33541/fjm.v2i1.551.

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This study aimed to analyze the influence of Economic Value Added, Return on Equity, Debt To Equity and Price Earning Ratio of stock returns. The population in this study are all manufacturing companies listed on the Stock Exchange from 2009 to 2015 period. This type of sampling in this study using purposive sampling technique. The data used in this research is secondary data in the form of data that is so or publication.The results showed that the return on equity negative effect on stock returns in the 2009-2015 period manufacturing company, Debt To Equity negative effect on stock returns in

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12

Ismi Nurul Izza Rahmawati and Susilo Setiyawan. "Analisis Anomali Pasar “January Effect dan The Day of The Week Effect” pada Return Saham Perusahaan IDX30 yang Terdaftar di BEI (Bursa Efek Indonesia) Periode Januari 2020 – Februari 2021." Jurnal Riset Manajemen dan Bisnis 1, no. 2 (2022): 146–52. http://dx.doi.org/10.29313/jrmb.v1i2.545.

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Abstract. This study aims to test whether there are differences in stock returns so as to determine the occurrence of the January Effect and The Day of The Week Effect phenomena on the IDX30 index listed on the IDX (Indonesian Stock Exchange) during January 2020 - February 2021. The sampling technique used is purposive sampling method. The sample used is 22 companies that are consistently listed on the IDX30 index during the study period. The data used are monthly and daily stock returns derived from closing price data. The data analysis technique of this study used the Mann Whitney U Test and

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13

Apriyanto, Jidan, Sri Mulyantini, and Nurmatias Nurmatias. "REAKSI PASAR MODAL INDONESIA TERHADAP PEMILIHAN PRESIDEN AMERIKA SERIKAT TAHUN 2020." JIMFE (Jurnal Ilmiah Manajemen Fakultas Ekonomi) 7, no. 2 (2021): 189–202. http://dx.doi.org/10.34203/jimfe.v7i2.3714.

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ABSTRAKTujuan penelitian ini adalah untuk mengetahui reaksi pasar modal Indonesia ketika terjadi peristiwa politik di Internasional. Perusahaan LQ45 periode Agustus 2020–Januari 2021 dipilih sebagai populasi dan sampel dengan menggunakan metode sample jenuh. Teknik single index model digunakan untuk mencari abnormal return. Periode jendela peristiwa lima belas hari, dan tiga puluh hari periode estimasi dengan teknik analisis data gabungan antara One Sample t-test, One Sample Wilcoxon Signed Rank Test, dan Paired Sample t-test. Hasil analisis menunjukan tidak terdapat imbal hasil tak normal yan

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14

Do Bagus, Marwah Khairunnisa, JMV Mulyadi, and Syahril Djadaang. "Analisis Rasio Keuangan Terhadap Return Saham Dengan Menjadikan Total Assets Turnover Sebagai Variabel Pemoderasi Perusahaan Sektor Real Estate And Property." Jurnal Ilmiah Akuntansi Kesatuan 6, no. 2 (2018): 164–73. http://dx.doi.org/10.37641/jiakes.v6i2.143.

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This study aims to analyze and examine debt to equity ratio (DER), return on assets (ROA) to stock return and total asset turnover (TATO) as a moderating variable in real estate and property firms listed on Indonesia Stock Exchange period 2011 -2015. The population in this study is real estate and property companies listed in Indonesia Stock Exchange (IDX) period 2011-2015. Criteria to this samples are 19 real estate and property companies listed in the Stock Exchange during a periods 2011 until 2015, thus we get the total amount of data during the period is 95. From the results of hypothesis

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15

Asadyawan Putra and Agus Suman. "PENGARUH EFISIENSI PASAR SAHAM TERHADAP KEPUTUSAN TRANSAKSI SAHAM: PENDEKATAN CAPITAL ASSET PRICING MODEL." Contemporary Studies in Economic, Finance and Banking 3, no. 3 (2024): 731–43. http://dx.doi.org/10.21776/csefb.2024.03.3.14.

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This research journal explains the effect of stock market efficiency as an observation in investors' decisions to carry out IPO transactions for PT issuers. GOTO Gojek Tokopedia LockUp and Post LockUp period. The research begins in April 2022 to August 2023, using the concept of the Capital Asset Pricing Models approach which consists of calculating Company Beta (β), Risk Free Rate, and Risk Premium. The data used is in panel form with secondary characteristics originating from PT IPO price data. GOTO, historical stock prices, historical IHSG data, and BI-7DRR. This journal obtained two result

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16

Tabatabaei Poudeh, Seyed Reza, Sungchul Choi, and Chengbo Fu. "The Effect of COVID-19 on the Relationship between Idiosyncratic Volatility and Expected Stock Returns." Risks 10, no. 3 (2022): 57. http://dx.doi.org/10.3390/risks10030057.

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This study examines the effect of the COVID-19 pandemic on the relationship between idiosyncratic volatility and expected stock returns. Using daily stock return data in the US market from the Center for Research in Security Prices (CRSP), we estimate monthly idiosyncratic volatility and investigate the effect of the COVID-19 pandemic at the portfolio and firm level. The results of portfolio analysis and cross-sectional regression show that the relationship between idiosyncratic volatility and subsequent stock returns switches from negative to positive during the pandemic period. Furthermore,

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17

Sunaryo, Deni. "Stock Return Problems In The Coal Sector: A Case Study Of The Use Of Price Earning Ratio And Firm Size Moderation." Asean International Journal of Business 1, no. 2 (2022): 104–23. http://dx.doi.org/10.54099/aijb.v1i2.139.

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This research aims to find out the effect of Return On Asset, Current Ratio, Average Collection Period on Stock Returns with Price Earning Ratio and Firm Size as moderated variables. This research is on Coal Sub-Sector companies listed on the Southeast Asian Stock Exchange for the period 2012-2020. The data used is secondary data from the annual report. This research is quantitative research. The object used is a coal sub-sector company in Southeast Asia for the period 2012-2020. The data collected is secondary data with documentation methods in the form of annual company reports. The sampling

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18

Rette, Perlita Sari, Leony Tipaka, Vania Sinambela, and Stien Manggopa. "The CPO's returns and multi-events in Indonesia." Contrarian : Finance, Accounting, and Business Research 2, no. 1 (2023): 18–22. http://dx.doi.org/10.58784/cfabr.21.

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During the period from January 2022 to June 2022, several events in Indonesia tend to have an impact on the palm oil business. This study aims to examine the relationship between CPO's return and market return with 24 firms as the sample. The findings show that the relationship between the returns of CPO's stocks and market returns is weak and unidirectional. It is also found that the systematic risk and return of CPO's stocks tend to be similar between event periods The findings also imply that the events do not result in a significant difference in returns and systematic risk.

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19

Buditomo, Bryan, Steven Candra, and Tessa Vanina Soetanto. "Fama and French Five- Factor Study of Stock Market in Indonesia." International Journal of Organizational Behavior and Policy 3, no. 1 (2024): 39–52. http://dx.doi.org/10.9744/ijobp.3.1.39-52.

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In general, contemporary finance theories agree that the Fama and French Five-Factor model provides a more comprehensive explanation for average stock returns compared to its predecessors. Previous research on the five-factor model in Indonesia has yielded inconclusive results, and none of the studies has attempted to compare the significance of the five factors over shorter and longer periods, or even within shorter periods. As a result, the researchers of this study endeavor to ascertain the importance of the five elements – the profitability (RMW), market, size (SMB), profitability (RMW), b

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20

Reed, David D., Michael J. Holmes, and James A. Johnson. "A 22-Year Study of Stand Development and Financial Return in Northern Hardwoods." Northern Journal of Applied Forestry 3, no. 1 (1986): 35–38. http://dx.doi.org/10.1093/njaf/3.1.35.

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Abstract The stand development and financial returns from eight different cutting procedures in northern hardwood stands are evaluated. Stand tables recommended for northern hardwoods by Arbogast and others could be approximated following one or two 10-year cutting periods using light improvement or basal area limit cuts. Total economic return was greatest in the most severe diameter limit cuts (5-, 12-, and 16-in) but achieving these high initial returns may preclude any further returns for an extended period. The 16-in diameter limit cut provided what may be the best combination of total ret

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21

Renaldo, Nicholas, Shierly Octavellyn, Suhardjo Suhardjo, Achmad Tavip Junaedi, Indri Yovita, and Ryan Pardomuan Napitupulu. "CURRENT RATIO, DEBT TO EQUITY RATIO, RETURN ON EQUITY, FIRM SIZE, DIVIDEND PAYOUT RATIO, AND GREEN ACCOUNTING ON STOCK RETURN IN LQ45 COMPANIES LISTED ON THE INDONESIA STOCK EXCHANGE 2017-2021 PERIOD." Bilancia : Jurnal Ilmiah Akuntansi 8, no. 4 (2024): 403. https://doi.org/10.35145/bilancia.v8i4.4694.

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The purpose of this study was to determine the effect of the current ratio, debt-to-equity ratio, return on equity, firm size, dividend payout ratio, and green accounting on stock returns of LQ45 companies listed on the Indonesia Stock Exchange for the 2017-2021 period. This study uses a quantitative approach. The population in this study were all LQ45 companies listed on the IDX for the 2017-2021 period, totaling 45 companies. Using the purposive sampling method, the sample in this study was set at 45 companies. The data collection technique in this study is to use the documentation method. D

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Ningsih, Wiwi Widya, and Novera Kristanti Maharani. "PENGARUH KEBIJAKAN DIVIDEN, RETURN ON ASSET DAN RETURN ON EQUITY TERHADAP RETURN SAHAM." PAPATUNG: Jurnal Ilmu Administrasi Publik, Pemerintahan dan Politik 5, no. 1 (2022): 60–69. http://dx.doi.org/10.54783/japp.v5i1.509.

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This study aims to determine the effect of dividend policy and profitability on stock returns in the Consumer Goods industry company simultaneously and partially. This method uses quantitative methods, the analytical technique used is descriptive statistics, while hypothesis testing uses multiple linear regression analysis. The determination of the sample was carried out using the purposive sampling method in the Consumer Goods industry company for the 2016-2020 period. The results of this study indicate that simultaneously dividend policy, return on assets and return on equity have an effect

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23

Malhotra, P. K. "Return Period of Design Ground Motions." Seismological Research Letters 76, no. 6 (2005): 693–99. http://dx.doi.org/10.1785/gssrl.76.6.693.

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24

Brooks, Robert, and Kate Upton. "Bond Portfolio Holding Period Return Decomposition." Journal of Investing 26, no. 2 (2017): 78–90. http://dx.doi.org/10.3905/joi.2017.26.2.078.

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Malhotra, Praveen K. "Return Period of Recorded Ground Motion." Journal of Structural Engineering 132, no. 6 (2006): 833–39. http://dx.doi.org/10.1061/(asce)0733-9445(2006)132:6(833).

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26

Sivitanides, Petros. "Property-Type Diversification in Real Estate Portfolios: Multi-Period Return Measures vs Single-Period Return Measures." Journal of Real Estate Portfolio Management 2, no. 2 (1996): 127–40. http://dx.doi.org/10.1080/10835547.1996.12089529.

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27

Tsuji, Chikashi. "Size and Operating Profitability Portfolio Returns and Return Premia in Japan—A Tour d’horizon." Journal of Management Research 13, no. 2 (2021): 1. http://dx.doi.org/10.5296/jmr.v13i2.18441.

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This study examines the Japanese equity returns and return premia by focusing on firm size- and corporate operating profitability-sorted portfolios over the period from 1990 to 2020. As a result of our explorations, this study derives the following much beneficial findings. (1) The effects of corporate operating profitability and firm size are generally continuously seen in the Japanese equity market. More specifically, (2) the size effect is much stronger in our latter half sub-period; while the operating profitability effect is similarly seen in both our former half and latter half sub-perio

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Meng, Lingyan, Xiaohe He, Mingxuan Zhou, and Xintian Han. "Can Hedge Fund Returns Be Predicted?" Advances in Economics, Management and Political Sciences 5, no. 1 (2023): 88–95. http://dx.doi.org/10.54254/2754-1169/5/20220066.

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After the 2008 financial crisis, hedge funds regained their popularity. Investors naturally wonder whether it is possible to predict and explain hedge fund returns just as its constituents. To answer this question, we examined hedge fund performance of 14 strategies from 2000 to 2017 by separating them into 3 groups. After deriving a statistical model, we applied it to the period of 2017-2022 and examined the errors. We observed that most strategies have a positive risk-adjusted rate of return and the current periods returns have a positive relationship with the previous periods. We concluded

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Sindi Sri Deviana Manalu, Jonny Siagian, and Ganda T. Hutapea. "The Influence Of Profitability Rasio On Stock Performance With Return Market Control Variabel In The Telecomunication Sub-Sector Listed On The Indonesia Stock Exchange Before, During and After Covid 19." Fundamental Management Journal 9, no. 2 (2024): 1–25. https://doi.org/10.33541/fjm.v9i2.6288.

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Knowing how the Profitability Ratio affects Stock Performance is the purpose of this study where the profitability ratio uses Earning Yield (EY) and Return On Equity (ROE) indicators and stock performance measured by Stock Return and Stock Risk. In There is a control variable, namely Return Market and the object under study is a telecommunications company listed on IDX with the data taken is data for the period before Covid 19 (2018-2019), the period during Covid 19 (2020-2021) and the period after Covid 19 (2022). Regression analysis using panel data and descriptive analysis, classical assump

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Gunawan, Gusta Gunawan, Besperi Besperi, and Liza Purnama. "Analisis Debit Banjir Rancangan Sub DAS Air Bengkulu Menggunakan Analisis Frekuensi dan Metode Distribusi." Jurnal Ilmiah Rekayasa Sipil 17, no. 1 (2020): 1–9. http://dx.doi.org/10.30630/jirs.17.1.298.

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Abstract The Design discharge is the important data needed for design of the water infrastructure. The purpose of this study is to estimate the design discharge with a variety of times using a frequency analysis in the Air Bengkulu Sub-watershed. Rain fall data were obtained from the BMKG of Bengkulu province, its starting from 2009 to 2018 years. The design flood estimation method used a statistical method. It is using the distribution method. The initial stage of the research is to process rain data and then conduct frequency analysis. The mathematical equation for frequency analysis i

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Abraham, Rebecca, Judith Harris, and Joel Auerbach. "IPO performance at announcement and in the aftermarket." Journal of Economic Studies 43, no. 4 (2016): 574–86. http://dx.doi.org/10.1108/jes-04-2015-0062.

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Purpose The purpose of this paper is to investigate IPO performance. At announcement, the impact of purchases by informed traders on stock returns and uninformed traders on volatility were assessed. In the post-IPO period, returns were expected to be driven by firms with high returns on equity and the implementation of growth strategies. Return on equity was evaluated further in terms of whether it had a direct effect or was instrumented by volatility, cash flow, profit margin or revenue growth. Design/methodology/approach All IPOs announced in 2009-2014 were used. Measures were created to dem

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Lubis, Bintang Lakitang, Ahmad Rifai, and M. Iqbal Harori. "PENGARUH MARKET VALUE, VARIANCE RETURN, DAN VOLUME PERDAGANGAN TERHADAP PERIODE KEPEMILIKAN SAHAM (HOLDING PERIOD)." Jurnal Perspektif Bisnis 3, no. 1 (2020): 11–20. http://dx.doi.org/10.23960/jpb.v3i1.12.

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The purpose of this study is to determine the effect of market value, variance return and trading volume on the holding period. The sampling technique in this study used a purposive sampling method and obtained as many as 6 companies listed in the IDXBUMN20 index. The data analysis technique used multiple regression panel data models and using the analysis tool Eviews 9. Based on the t test (partial) shows that the market value, variance return and trading volume has significantly effect and negative relationship on holding period in a partial way. Based on the F test (simultaneous) shows that

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33

Gharaibeh, Omar. "Evidence of Morocco Industry Long-Term Return Contrarian." International Journal of Business and Management 11, no. 1 (2015): 216. http://dx.doi.org/10.5539/ijbm.v11n1p216.

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<p>In a landmark paper, Bornholt, Gharaibeh, and Malin (2015) show strong evidence of contrarian in the long-term returns of U.S. industries over formation periods (up to 132 months), this paper investigates whether there is evidence of contrarian in the long-term returns of 17 Morocco industries using monthly data covering the period from January 1995 to April 2014. This study finds strong evidence of long-term return contrarian in industry returns from strategy with long formation period lengths of 108, 120 and 132 months and this finding confirms the Bornholt et al. (2015) finding. Th

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Kartika Pertiwi, Tri. "ANALISIS ABNORMAL RETURN SURAT BERHARGA PADA PENAWARAN PERDANA DI BURSA EFEK JAKARTA (PERBANDINGAN PERIODE SEBELUM DAN SELAMA KRISIS MONETER)." EKUITAS (Jurnal Ekonomi dan Keuangan) 9, no. 1 (2017): 1. http://dx.doi.org/10.24034/j25485024.y2005.v9.i1.2017.

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The research about abnormal return of initial offering has been carried out by many other researchers. The results indicated that underpricing which signed by positive abnormal returns occurred in the short time. However, the effects that has caused underpricing was still indicate inconsistency. The objective of this research is to examine the differences of abnormal return between company that carry out initial public offering in the period before and during monetary crisis,with a special reference to Jakarta Stock Exchange. Furthermore, it also aims to find out effects of stock value uncerta

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Li, Huiqiang. "Can Intraday Return Reversals Predict Future Stock Returns?" Frontiers in Business, Economics and Management 13, no. 3 (2024): 263–70. http://dx.doi.org/10.54097/6c5gq238.

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Based on the research of the US stock market, it is found that the fierce long-short battle between heterogeneous investors with different views is manifested as the high-frequency inversion between overnight returns and daytime returns over a period of time. This kind of long-short battle has an impact on asset prices over time, resulting in pricing anomaly on a cross-section. Based on the research of A-share market, this paper finds that after controlling the characteristics of scale, book-to-market ratio, reversal effect, profitability, turnover rate, etc., the abnormal frequency of opening

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Luntungan, Deilamy. "Kondisi pasar Indonesia dalam isu inflasi nasional dan geopolitik global." Riset Akuntansi dan Manajemen Pragmatis 2, no. 2 (2024): 107–14. http://dx.doi.org/10.58784/ramp.126.

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In early 2022, changes in the inflation rate accompanied by global geopolitical issues became crucial information for the Indonesian capital market. At that time, inflation conditions in Indonesia began to creep up to reach a point of around 2%. This study aims to examine the market return performance of the LQ45 Index in the context of changes in the inflation rate and global geopolitical issues. Observations are carried out in 2 sub-periods: (1) 6 October 2021 to 30 December 2021 or the period with low inflation; and (2) January 3 2022 to March 31 2022 or a period with a high inflation rate.

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ÖZYEŞİL, Mustafa. "Comparison of Technical and Fundamental Analysis Trading Disciplines on Portfoilo Performance: Short and Long Term Backtest Analysis on Borsa İstanbul National Stock Indices." Journal of Contemporary Research in Business, Economics and Finance 3, no. 3 (2021): 128–43. http://dx.doi.org/10.33094/26410265.2021.33.128.143.

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The aim of this study is to comparatively analyze the backtest performances of trading disciplines applied in various portfolio baskets (Bist 30, 50 and 100) for different investment periods (short term – ytd and long term). According to the results of the analysis, it has been determined that in all trading disciplines, the investor has a higher return than the benchmark indicator in a 5-year term, that is, they can earn abnormal returns. Also, the return in the 5-year term is much higher than the 1-year and YTD returns. In the P / E & MA model, the Bist - 50 index in the 5-year period an

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Margie, Lyandra Aisyah, and H. Habibah. "Impact of Operating Cash Flow and ROA on Stock Returns in LQ 45 Companies in Period 2018-2023." Golden Ratio of Finance Management 5, no. 2 (2025): 435–44. https://doi.org/10.52970/grfm.v5i2.1267.

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This study discusses the impact of operating cash flow and return on assets on stock returns in companies listed in the LQ 45 index on the Indonesia Stock Exchange (IDX) for 2018-2023. The purpose of this study is to assist investors in making better investment decisions by analyzing financial factors such as operating cash flow and return on assets that can affect stock returns. This study uses secondary data from the annual reports of 22 companies listed in the LQ 45, which are analyzed using panel data regression with the help of Eviews software. The study's results indicate that simultaneo

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Dharani, M. "Seasonal Anomalies between S&P CNX Nifty Shariah Index and S&P CNX Nifty Index in India." Journal of Social and Development Sciences 1, no. 3 (2011): 101–8. http://dx.doi.org/10.22610/jsds.v1i3.633.

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The present study compares the risk and return of the Nifty Shariah index and Nifty index at days, months and quarters wise during the period 2nd January 2007 to 31st December 2010. The raw returns of the both indices are calculated as today price minus yesterday price divided by yesterday price. The t- test has been used to test the mean returns difference between both indices. The average Monday return of the Nifty Shariah index is compared with average return of the Nifty index by using two sample t-test. Like that, the average returns of the remaining of the days of Nifty Shariah index are

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Almira, Ni Putu Alma Kalya, and Ni Luh Putu Wiagustini. "RETURN ON ASSET, RETURN ON EQUITY, DAN EARNING PER SHARE BERPENGARUH TERHADAP RETURN SAHAM." E-Jurnal Manajemen Universitas Udayana 9, no. 3 (2020): 1069. http://dx.doi.org/10.24843/ejmunud.2020.v09.i03.p13.

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This study aims to determine the effect of Return on Assets, Return on Equity, and Earning Per share on stock returns in the Food and Baverage companies on the Indonesia Stock Exchange in the period 2015-2018. The population used in this study is the Food and Baverages Sub-sector company. This study uses saturated sampling (census) with a total sample of 13 companies. Multiple linear regression is a method used to analyze the data in this study. The results showed that Return on Assets, Return on Equity and Earning per Share had a significant positive effect on stock returns. Keywords: R

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Bulkley, George, and Vivekanand Nawosah. "Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?" Journal of Financial and Quantitative Analysis 44, no. 4 (2009): 777–94. http://dx.doi.org/10.1017/s0022109009990111.

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AbstractIt has been hypothesized that momentum might be rationally explained as a consequence of the cross-sectional variation of unconditional expected returns. Stocks with relatively high unconditional expected returns will on average outperform in both the portfolio formation period and in the subsequent holding period. We evaluate this explanation by first removing unconditional expected returns for each stock from raw returns and then testing for momentum in the resulting series. We measure the unconditional expected return on each stock as its mean return in the whole sample period. We f

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Khataybeh, Mohammad A., Mohamad Abdulaziz, and Zyad Marashdeh. "Cross-Sectional Relationship Between Beta and Realized Returns in Emerging Markets." Applied Economics Quarterly: Volume 65, Issue 2 65, no. 2 (2019): 115–37. http://dx.doi.org/10.3790/aeq.65.2.115.

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Abstract This paper examines the conditional risk-return relationship caused by the impact of using realized returns as a proxy for expected returns, which requires a separation of negative and positive market premiums. Following the methodology of Pettengill et al. (1995), we test the cross sectional relationship between beta and realized returns on the Amman Stock Exchange (ASE) for ten beta sorted portfolio over the period of January 1993 to December 2016. The empirical results suggest that the traditional two-pass approach produces an insignificant relationship between beta and realized re

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Nurfithriyani, Diesy, and Hotman Tohir Pohan. "Pengaruh Laba Akuntansi, Arus Kas Operasi, Kebijakan Dividen, dan Pertumbuhan Penjualan terhadap Return Saham." Jurnal Akuntansi, Keuangan dan Perpajakan 7, no. 2 (2024): 78–90. http://dx.doi.org/10.51510/jakp.v7i2.1692.

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This study aims to examine and analyze the effect of accounting profit, operating cash flow, dividend policy, and sales growth on stock returns. The population used in this study are IDX 80 companies listed in 2021-2023. Using the purposive sampling method, 90 samples were obtained during the 2021-2023 research period. The result of this study indicate that accounting profit has a significant positive effect on stock returns, operating cash flow has no effect on stock returns, dividend policy has no effect on stock returns, and sales growth has a significant positive effect on stock returns. A

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Mahmud, Delvira. "Testing the Four Factors of the Carhart Model Against Excess Return of Shares in Companies Registered in the Kompas 100 Index for the 2014-2016 Period." Jambura Science of Management 1, no. 1 (2019): 16–20. http://dx.doi.org/10.37479/jsm.v1i1.1983.

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The researcher intends to test the four carhart factor model of stock excess return in companies incorporated in Kompas 100 for the 2014-2016 period. Regression analysis was performed on four carhart factor models, namely market returns, firm size, book to market, and momentum towards excess return. The results of this study indicate that in the partial hypothesis testing market return, firm size, and book to market equty variables significantly influence the excess return, while the momentum variable does not significantly influence the magnitude of excess return.Keywords: Four factors, marke

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Pratama, Faisal, Rahmi Widyanti, and Basuki Basuki. "PENGARUH RETURN ON ASSET (ROA), RETURN ON EQUITY (ROE), DEBT TO EQUITY RATIO (DER), DAN GOOD CORPORATE GOVERNANCE (GCG) TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR SUB SEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2016 – 2020." Al-KALAM : JURNAL KOMUNIKASI, BISNIS DAN MANAJEMEN 10, no. 2 (2023): 254. http://dx.doi.org/10.31602/al-kalam.v10i2.11911.

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The purpose of this study is to examine and analyze: (1) The partial effect of Return On Assets (ROA) on Stock Returns in Manufacturing Companies in the Food and Beverage Sub-Sector Listed on the Indonesia Stock Exchange (IDX) for the 2016-2020 period, (2) The effect of Partially Return On Equity (ROE) on Stock Returns in Food and Beverage Sub-Sector Manufacturing Companies Listed on the Indonesia Stock Exchange (IDX) for the 2016 – 2020 Period, (3) Partial Effects of Debt To Equity Ratio (DER) on Stock Returns in Food and Beverage Sub-Sector Manufacturing Companies Listed on the Indonesia Sto

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Senohadi, Venni Suryani, and Perminas Pangeran. "PENGARUH NILAI BUKU, ECONOMIC VALUE ADDED, DAN RETURN ON ASSET TERHADAP RETURN SAHAM." Jurnal Riset Manajemen dan Bisnis 9, no. 2 (2014): 143. http://dx.doi.org/10.21460/jrmb.2014.92.99.

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This study aimed to examine the effect of the financial performance on banking’s stock return. The study was conducted on 22 banking companies listed in Indonesia Stock Exchange for the period of 2007 to 2009. The results showed that the Return on Assets (ROA) has a positive impact on stock returns. Likewise, Economic Value Added (EVA) has a positive effect on stock returns. Nevertheless, book value (BV) has no effect on stock returns Keywords: Stock Return, Economic Value Added, Return on Assets, Book Value.

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Saputra, Isroq ilham, and Rosidi. "Pengaruh Analisis Fundamental Terhadap Return Saham Perusahaan (Studi Empiris Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia Periode 2018-2021)." Reviu Akuntansi, Keuangan, dan Sistem Informasi 3, no. 3 (2023): 681–97. https://doi.org/10.21776/reaksi.2024.3.3.294.

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This research aims to investigate the influence of several fundamental factors, including Return on Equity, Debt to debt-to-equity ratio, Current ratio, and Total Aset Turnover, as well as the non-fundamental factor, Environmental Performance, on stock returns in the manufacturing sector. The sample for this study consists of 18 manufacturing companies listed on the Indonesia Stock Exchange (BEI) during the period from 2018 to 2022. This study shows that partially, the variables Return On Equity and Total Asset Turnover have a positive effect on stock returns, while the variables Debt to Equit

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Vidović, Jelena. "Risk-return-volume causality on the Croatian stock market." Ekonomski vjesnik 37, no. 1 (2024): 79–92. http://dx.doi.org/10.51680/ev.37.1.6.

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Purpose: Causality between stock returns, volatility and traded volume for 10 most liquid stocks from Zagreb Stock Exchange (ZSE) is examined in this paper. Methodology: The paper relies on historical daily data regarding return, standard deviation and turnover for the period from 2015 to 2021. Vector Autoregressive Models (VARs) were estimated for each stock in-dividually. Based on estimated VAR models, Granger-causality tests were performed to estimate causality between trading volume, stock returns and volatility for most liquid stocks from the Croatian stock market. Results: Results strong

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Maksar, Muhammad Sofian. "Prediktabilitas Sample Skewness Terhadap Return Pasar Saham Indonesia." MBIA 22, no. 1 (2023): 1–10. http://dx.doi.org/10.33557/mbia.v22i1.2152.

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This study investigates the predictability of sample skewness on Indonesian stock market returns as represented by the JCI, LQ45, and JCI. The sample period starts from January 2001 to December 2022, with a prediction period from July 2009 to December 2022 that accommodates the COVID-19 pandemic crisis. The results showed that sample skewness was able to predict market excess returns one month in advance. This ability emerged, especially when the COVID-19 pandemic crisis hit. This finding indicates that investors tend to look for securities that have lottery-like characteristics, which causes

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Septianingsih, Karunia Novia Ayu, Ganda T. Hutapea, and Posma Sariguna Johnson Kennedy. "The Influence of Return On Equity, Likuidity, Leverage, Activity and the Ratio of Market." Fundamental Management Journal 2, no. 2 (2018): 73–84. http://dx.doi.org/10.33541/fjm.v2i2.561.

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Objective is to see how Return On Equity, likuidity, leverage, activity and the ratio of market value partially or simultaneously against company LQ 45 stock returns in the Indonesia Stock Exchange for the period 2012-2015. Sampling this study was conducted using purposive sampling with namely sampling based criteria certain writer is used, so that the sample in this study were 17 companies LQ 45 in the Indonesia Stock Exchange for the period 2012-2015. The data source is derived from the company's financial statements for the period 2012-2015. Data analysis technique used is descriptive stati

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