Abstract
This study aims to examine the effect of earnings information as measured by earnings per share, dividend policy as measured by the dividend per share, and profitability as measured by return on equity to the stock price (cumulative abnormal returns) in listed companies on the Indonesia Stock Exchange (IDX). The population in this study is all companies listed on the Stock Exchange (IDX) in 2008 until 2010, while the sample is determined by the purposive sampling method to obtain a sample of 36 companies. Based on the results of multiple regression analysis with a significance level of 5%, the results of the study was concluded as follow: (1) earnings per share had a positive and significant effect on stock prices (2) the dividend per share had no effect on stock prices (3) return on equity did not affect the price shares in listed companies of the Indonesia Stock Exchange
Keywords: earnings information, dividend policy, profitability, stock price