Stock return is the level of profit obtained by investors on their investment. Through signal theory, companies can give signals to for actions which will have an impact stock returns. The aims this study were determine effect Beta, ROA, CR, PBV and MVA This uses LQ-45 Index company as population purposive sampling in technique, with criteria that publishes financial statements Indonesia Exchan...

Faktor pergerakan indeks global sering dijadikan indikator oleh investor dalam mengambil keputusan bertransaksi di pasar modal Indonesia. Tujuan dari penelitian ini adalah untuk mengetahui pengaruh saham khususnya DJIA, FTSE 100, SSEC, dan Indeks Straits Times terhadap Harga Saham Gabungan (ICI) Bursa Efek Penelitian merupakan kuantitatif dengan menggunakan data sekunder berupa time series harg...

â â â  â â â â â  the main purpose of present study is to analyze the relationship between stock and exchange markets in two asian countries, iran and south korea. a monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. the data is collected from the central bank of each country and wdi. the calculated stock return and real exchange rate change are u...