出版社:Lembaga Penerbit Fakultas Ekonomi dan Bisnis (LPFEB)
摘要:The objective of this research is to analyze whether the factors such as institutional ownership and managerial ownership have influence to stock return.Sample in this research consists of 53 manufacture and service industries that have listed in Indonesian Stock Exchange between the year 2001-2007 taken using purposive sampling method.Data analysis uses classical assumption tests prior to Multiple regressing Testing.The result of this research showed that on a significant rate 5%,institutional ownership and managerial ownership have a positive and significant influence on stock return.While control variable gain or loss on currency,size and earnings volatility also proved to have significant influence on stock return.Only negative earnings hypothesis cannot be proven.
关键词:stock return;institutional ownership;managerial ownership;negative earnings;gain or loss on currency;size and earnings volatility.