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STASIONERITAS DAN KOINTEGRASI NILAI PASAR, NILAI BUKU DAN RESIDUAL INCOME UNTUK MENENTUKAN NILAI PERUSAHAAN: PENGUJIAN MODEL OHLSON (1995)

KINERJA: Journal of Business and Economics

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Title STASIONERITAS DAN KOINTEGRASI NILAI PASAR, NILAI BUKU DAN RESIDUAL INCOME UNTUK MENENTUKAN NILAI PERUSAHAAN: PENGUJIAN MODEL OHLSON (1995)
 
Creator Suartana, I Wayan
 
Subject —
 
Description This paper investigates the time-series properties of the Ohlson (1995) model and examines their implications for empirical studies thet use time-series data. Time-series properties that examined is stationarity and cointegration. Based on a sample of 16 firms with complete quarterly data from 1990 to 2001, we show that alternative hypothesis that market value, book value and residual income are stationarity most of the sample firms. More importantly, book value and residual income cointegrate market value for 69 percent of sample firms.Keywords: Measurement Perspective, Model Ohlson, Stationarity, Cointegration.
 
Publisher Faculty of Economics Universitas Atma Jaya Yogyakarta
 
Contributor —
 
Date 2017-01-25
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://ojs.uajy.ac.id/index.php/kinerja/article/view/903
10.24002/kinerja.v9i1.903
 
Source KINERJA; Vol 9, No 1 (2005): Kinerja; 54-66
2549-1709
0853-6627
 
Language eng
 
Relation https://ojs.uajy.ac.id/index.php/kinerja/article/view/903/812
 
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