Market Reaction on Earnings Announcement Information Contents: Analysis from Book-to-market

Name: Market Reaction on Earnings Announcement Information Contents: Analysis from Book-to-market
Creator: Rexon Nainggolan
Published: 2024-02-13T14:29:42.770Z
Keywords: Accounting, Corporate Finance, Capital Market Development

Nainggolan, Rexon

doi:10.17632/475krhdcy3.1

Market Reaction on Earnings Announcement Information Contents: Analysis from Book-to-market

Published: 13 February 2024| Version 1 | DOI: 10.17632/475krhdcy3.1

Contributor:

Rexon Nainggolan

Description

The data provide event study market model calculation for 621 firms from a population of 634 firms to assess Indonesia equity market reaction on earnings announcement information content by using book-to-market as the proxy. The data include calculation of CAR, CAAR, Book-to-market value, stock prices, composite index, et cetera.

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Sekolah Tinggi Ilmu Ekonomi Surya Nusantara

Market Reaction on Earnings Announcement Information Contents: Analysis from Book-to-market

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