Setiono, Bambang (2016) Financial Statement Information and Stock Returns. PQDT-Global. ISSN -
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This research investigates the relation between stock returns and financial statement information. There are two main objectives of this research. The first objective is to investigate the ability of financial statement information to predict stock returns. The second objective is to investigate the degree to which the UK stock market anticipates or reacts with a delay to earnings, book value, and other nonearnings information. There are two prediction analyses performed in this study: indirect prediction of stock returns via earnings and direct prediction of stock returns. Using the indirect prediction approach, this research obtains trading profits (abnormal returns) between 7.16 percent and 19.71 percent for a 24 months holding period, depending on the specific measure of abnormal return and weighting scheme involved. Using the direct prediction approach, this study obtains trading profits between 2.02 percent and 3.43
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Financial Statement, Stock Returns |
| Subjects: | Accounting |
| Divisions: | Journal Article > Prodi Akuntansi |
| Depositing User: | Prasetiyo Suhendro |
| Date Deposited: | 10 Oct 2023 03:10 |
| Last Modified: | 10 Oct 2023 03:10 |
| URI: | http://repository.podomorouniversity.ac.id/id/eprint/1043 |
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