BAB I www.bi.go.id, diakses 27 Mei 2010 Jogiyanto (2000 Badan Pusat Statistik, Oktober 2009 www.jsx.co.

id, diakses 27 Mei 2010 www.bi.go.id, diakses 26 Juli 2010 Lee (2002) Moradoglu, et al. (2000) Chen et al. (2006), Geske and Roll (2003), dan Fama (2001). Ajayi dan Mougoue (2006) Sudjono (2008) Sitinjak dan Kurniasari (2008) Gupta (2000) Saadah dan Panjaitan (2006) Kontonikas, 2006 Agustian, 2009 Halim, Lean dan Wong, 2005 BAB II Suad Husnan, 2005 Brocato dan Steed, 1998: 130 Joehnk dan Petty, 1980; Moore, 1983; Chen, Roll dan Ross, 1986; Eun dan Senbet, 1986; Schwert, 1990) Gooding dan OMalley (1977), Krueger dan Johnson (1990) dan Wiggens (1992) Diebold & Rudebusch, 2001: 1 Sensier dan Simpson (2001 Diebold dan Rudebusch, 2001 Osborn dan Sensier, 2002:99 Osborn dan Sensier, 2002 Untoro dan Widodo, 2008 Cagan (1969 SAK, 1999 Mankiw (2003 Lipsey (1997) Jones, 2004 Dhuwita, 2003 Lena T.C.Y, 1999 Jones, 2004 Sawidji, 1997 Suad Husnan, 1998 Lena T.C.Y, 1999

McEnally dan Todd (1992 Robert Ang, 1997 Hardiningsih et al. (2002 Sri Adinigsih (1998: 160-161 Pasaribs, Tobing, Manurung, 2008) Suad Husnan, 1999 Yuniarta, 2008 Tandelilin, 2001 Robert Ang, 1997 Mudji Utami dan Mudjilah Rahayu (2003 Cahyono (2000:117 Ajayi dan Mougoue (2006) Lee (1992 Gupta (2000 Sudjono (2002 Sitinjak dan Kurniasari (2003 Sa'adah dan Panjaitan (2006) Rahayu (2006 Tandelilin (2007 Handayani, (2007