72 DAFTAR PUSTAKA
Altman, E. I. (2000). Predicting financial distress of companies: Revisiting the Zscore and Zeta Models. Journal of Banking & Finance, 1.
Andreas Charitou dan Eleni Constantinidis, 2004, Size and Book-to-Market Factors in Earnings and Stock Return : Empirical Evidence for Japan
Ang, Robert, 1997, Buku Pintar : Pasar Modal Indonesia. Erlangga, Jakarta
Anoraga, Pandji, dkk, 2003, Pengantar Pasar Modal, Rineka Cipta, Jakarta
Banz, R., 1981, The Relationship Between Return and Market Value of Common Stocks, Journal of Financial Economics, Vol. IX, No. 1,3-18
Barber, Brad M. And John D. Lyon. 1997. Firm Size, Book-to-Market Ratio and Security Returns : A Holdout Sampel of Financial Firms, Journal of Finance, Vol. LII, No. 2
Chan K.C., Jegadeesh N., Lakonishok J., 1996, Momentum Strategies, Journl of Finance, Vol. LI, No. 5, 1681-1713
Copeland, Thomas E. 2003. Manajemen Keuangan, Jilid 1, Binarupa Aksara, Jakarta.
Fama, Eugene F, and French, Keneth R, 1992, The Cross-Section of Expected Stock Returns, Journal of Finance, Vol XLVII, No.2, 427-465
Fama, Eugene F, and French, Keneth R, 1993, Common Risk Factors in the Returns on Stocks and Bonds, Journal of Financial Economics, No. 33, 3-56
Fama, Eugene F, and French, Keneth R, 1995, Size and Book-to-Market Factors in Earning and Returns, Journal of Finance, Vol. L, No.1 131-155
73 Fitriati. 2005. Analisis Hubungan Distress Risk, Firm Size, Dan Book To Market
Ratio dengan Return Saham, Universitas Padjajaran, Bandung.
Ghozali, Imam, 2006, Aplikasi Analisis Multivariate dengan Program SPSS, Semarang : Badan Penerbit Universitas Diponegoro.
Gujarati, Damodar, 2003, Basic Econometric, Mc. Graw Hill, New York.
Husnan, Suad, 2003, Dasar-dasar Teori Portofolio dan Analisis Sekuritas, Yogyakarta: UPP AMP YKPI.
Jogiyanto, 2003, Teori Portofolio dan Analisis Investasi, Yogyakarta : BPFE
John M. Griffin dan Michael L. Lemmon, 2002, Book-to-Market Equity, Distress Risk and Stock Return, The Journal of Finance, Vol. LVII, No.5
Suhardiyah, 2002. Pengaruh Price Earning Ratio Dan Risiko Terhadap Return Saham, Universitas Andalas, Padang.
Syafrizal Helmi dan Muslich Lutfi, 2012. Analisis Data Untuk Riset Manajemen dan Bisnis, Edisi 2, USU Press, Medan.
Van Horne, James C, dan Wachowicz, John M, 2007, Prinsip-Prinsip Manajemen Keuangan, Jakarta : Salembe Empat
Wibowo, Agung Edy, 2012, Aplikasi Praktis SPSS dalam penelitian, Penerbit Gava Media, Yogyakarta.
