How to cite this paper
Indrayono, Y. (2019). Predicting returns with financial ratios: Evidence from Indonesian Stock Exchange.Management Science Letters , 9(11), 1908-1908.
Refrences
Alfaraih, M., & Alanezi, F. (2011). The usefulness of earnings and book value for equity valuation to Kuwait stock exchange participants. International Business & Economics Research Journal, 10(1), 73-89.
Allen, D.E., & Yang, W. (2003). Variation of Australian share prices due to fundamental and non-fundamental innovations. International Journal of Business Studies, 11(1), 1-24.
Almumani, M.A. (2014). Determinants of equity share prices of the listed banks in Amman stock ex-change. Quantitative approach. International Journal of Business and Social Science, 5(1).
Basu, S. (1977). Investment performance of common stocks in relation to their price-earning ratios: A test of the efficient market hypothesis. The Journal of Finance, 32, 663-682.
Becchetti, L., & Di Giacomo, S. (2007). Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis. The European Journal of Finance, 13(3), 195-226.
Bisen, V., & Pandey, M. (2013). Testing Efficient Market Hypothesis (EMH) in Current Indian Stock Market. Journal of Commerce and Management Thought, 4(4), 792.
Block, F. E. (1964). A study of the price to book relationship. Financial Analysts Journal, 20(5), 108-117.
Bodie, Z., Kane, A., & Marcus, A.J. (2005). Investment. Six Edition, McGraw Hill Companies Inc., New York, USA
Chambers, R. J. (1972). Stock Market Prices and Accounting Research. Abacus, Gower Press, Mel-bourne.
Das, N., & Pattanayak, J. K. (2013). The effect of fundamental factors on Indian stock market: a case study of Sensex and nifty. IUP Journal of Applied Finance, 19(2), 84.
Dawar, V. (2014). Earnings persistence and stock prices: Empirical evidence from an emerging mar-ket. Journal of Financial Reporting and Accounting, 12(2), 117-134.
Indonesia Stock Exchange, IDX Fact Book. https://www.idx.co.id/Portals/0/StaticData/Publication/FactBook/FileDownload/
Indrayono, Y. (2011). Disposition effect terhadap hubungan antara nilai fundamental dan harga saham pada periode krisis finansial. Jurnal Keuangan dan Perbankan, 15(3), 315-326
Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometri-ca, 47(2), 263-292.
Khanna, M. (2014). Value Relevance of Accounting Information: An Empirical Study of Selected In-dian Firms. International Journal of Scientific and Research Publications, 4(10).
Kwon, G.-J. (2009). The value relevance of book values, earnings and cash flows: evidence from Ko-rea. International journal of business and management, 4(10), 28-42.
Lo, W.-C., & Lin, K.-J. (2005). A review of the effects of investor sentiment on financial markets: Im-plications for investors. International journal of Management, 22(4), 708.
Munir, Q., Ching, K. S., Furouka, F., & Mansur, K. (2012). The efficient market hypothesis revisited: Evidence from the five small open ASEAN stock markets. The Singapore Economic Re-view, 57(03), 1250021.
Nezlobin, A., Rajan, M. V., & Reichelstein, S. (2016). Structural properties of the price-to-earnings and price-to-book ratios. Review of Accounting Studies, 21(2), 438-472.
De Pena, F. J., Forner, C., & López-Espinosa, G. (2011). Fundamentals and the Origin of Fama-French Factors: The Case of the Spanish Market. Finance a Uver: Czech Journal of Economics & Fi-nance, 61(1).
Ozlen, S. (2014). The effect of company fundamentals on stock values. European Researcher, (3-2), 595-602.
Papadaki, A., & Siougle, G. (2007). Value relevance of price, earnings and book values in the Athens Stock Exchange. Managerial Finance, 33(5), 309-320.
Penman, S., & Reggiani, F. (2013). Returns to buying earnings and book value: Accounting for growth and risk. Review of Accounting Studies, 18(4), 1021-1049.
Rizky, Y. (2015). The Effect of The Fed’s Quantitative Easing Policy on the Performance of Listed Companies and the Banking Sector in Indonesia. Australasian Accounting, Business and Finance Journal, 9(4), 71-81.
Shefrin, H., & Statman, M. (1985). The disposition to sell winners too early and ride losers too long: Theory and evidence. The Journal of finance, 40(3), 777-790.
Shiller, R. J. (1981). Do stock prices move too much to be justified by subsequent changes in divi-dends?. American Economic Review, 71, 421–436
Vijitha, P., & Nimalathasan, B. (2014). Value relevance of accounting information and share price: A study of listed manufacturing companies in Sri Lanka. Merit Research Journal of Business and Management, 2(1), 1-6.
Yahoo Finance, https://finance.yahoo.com/
Allen, D.E., & Yang, W. (2003). Variation of Australian share prices due to fundamental and non-fundamental innovations. International Journal of Business Studies, 11(1), 1-24.
Almumani, M.A. (2014). Determinants of equity share prices of the listed banks in Amman stock ex-change. Quantitative approach. International Journal of Business and Social Science, 5(1).
Basu, S. (1977). Investment performance of common stocks in relation to their price-earning ratios: A test of the efficient market hypothesis. The Journal of Finance, 32, 663-682.
Becchetti, L., & Di Giacomo, S. (2007). Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis. The European Journal of Finance, 13(3), 195-226.
Bisen, V., & Pandey, M. (2013). Testing Efficient Market Hypothesis (EMH) in Current Indian Stock Market. Journal of Commerce and Management Thought, 4(4), 792.
Block, F. E. (1964). A study of the price to book relationship. Financial Analysts Journal, 20(5), 108-117.
Bodie, Z., Kane, A., & Marcus, A.J. (2005). Investment. Six Edition, McGraw Hill Companies Inc., New York, USA
Chambers, R. J. (1972). Stock Market Prices and Accounting Research. Abacus, Gower Press, Mel-bourne.
Das, N., & Pattanayak, J. K. (2013). The effect of fundamental factors on Indian stock market: a case study of Sensex and nifty. IUP Journal of Applied Finance, 19(2), 84.
Dawar, V. (2014). Earnings persistence and stock prices: Empirical evidence from an emerging mar-ket. Journal of Financial Reporting and Accounting, 12(2), 117-134.
Indonesia Stock Exchange, IDX Fact Book. https://www.idx.co.id/Portals/0/StaticData/Publication/FactBook/FileDownload/
Indrayono, Y. (2011). Disposition effect terhadap hubungan antara nilai fundamental dan harga saham pada periode krisis finansial. Jurnal Keuangan dan Perbankan, 15(3), 315-326
Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometri-ca, 47(2), 263-292.
Khanna, M. (2014). Value Relevance of Accounting Information: An Empirical Study of Selected In-dian Firms. International Journal of Scientific and Research Publications, 4(10).
Kwon, G.-J. (2009). The value relevance of book values, earnings and cash flows: evidence from Ko-rea. International journal of business and management, 4(10), 28-42.
Lo, W.-C., & Lin, K.-J. (2005). A review of the effects of investor sentiment on financial markets: Im-plications for investors. International journal of Management, 22(4), 708.
Munir, Q., Ching, K. S., Furouka, F., & Mansur, K. (2012). The efficient market hypothesis revisited: Evidence from the five small open ASEAN stock markets. The Singapore Economic Re-view, 57(03), 1250021.
Nezlobin, A., Rajan, M. V., & Reichelstein, S. (2016). Structural properties of the price-to-earnings and price-to-book ratios. Review of Accounting Studies, 21(2), 438-472.
De Pena, F. J., Forner, C., & López-Espinosa, G. (2011). Fundamentals and the Origin of Fama-French Factors: The Case of the Spanish Market. Finance a Uver: Czech Journal of Economics & Fi-nance, 61(1).
Ozlen, S. (2014). The effect of company fundamentals on stock values. European Researcher, (3-2), 595-602.
Papadaki, A., & Siougle, G. (2007). Value relevance of price, earnings and book values in the Athens Stock Exchange. Managerial Finance, 33(5), 309-320.
Penman, S., & Reggiani, F. (2013). Returns to buying earnings and book value: Accounting for growth and risk. Review of Accounting Studies, 18(4), 1021-1049.
Rizky, Y. (2015). The Effect of The Fed’s Quantitative Easing Policy on the Performance of Listed Companies and the Banking Sector in Indonesia. Australasian Accounting, Business and Finance Journal, 9(4), 71-81.
Shefrin, H., & Statman, M. (1985). The disposition to sell winners too early and ride losers too long: Theory and evidence. The Journal of finance, 40(3), 777-790.
Shiller, R. J. (1981). Do stock prices move too much to be justified by subsequent changes in divi-dends?. American Economic Review, 71, 421–436
Vijitha, P., & Nimalathasan, B. (2014). Value relevance of accounting information and share price: A study of listed manufacturing companies in Sri Lanka. Merit Research Journal of Business and Management, 2(1), 1-6.
Yahoo Finance, https://finance.yahoo.com/