Time Series Model For Common Stock Return In Bursa Efek Jakarta

Abstract

COlllmon stock is the most publicly known among bonds sold in the stock exchange market. As an alternative way of investment cOmmon stock of course gives many advantages. Return is one or the advantages for the stockholder in addition common stock gives fund for the emiten. The COlTImon stock return dara 1996-2000 period shows that before the economic crisis in Indonesia which happened in the middle of 1997, there were relatively small fluctuation in the data. but after the economic crisis data started to fluctuate sharply. Therefore it can be concluded that the common stock was influenced by the economic situation.