JURNAL BISNIS DAN AKUNTANSI
VARIABEL-VARIABEL YANG MEMPENGARUHI SHARE RETURN PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA
Y.A. DIDIK CAHYANTO
The goal of this research is to test variables that influence share return. The variables are book to market ratio, dividend yield, earning yield, current ratio, return on asset, and debt to equity ratio. This research was using 37 manufacturing companies in Indonesia Stock Exchange during 2008- 2010. The data are collected using purposive sampling method. The analysis and decision making about the hypothesis using multiple regression analysis. The results of this research indicate that dividend yield, current ratio, return on asset, and debt to equity have no influence to the share return. Whereas, book to market ratio and earning yield have influence to share return.Keyword :Share Return, Book to Market Ratio, Dividend Yield, Earning Yield, Current Ratio, Return on Asset, Debt to Equity Ratio.