I have not found any use for Ctrl+J in any form of Dos.
In Win XP Home:
The caret (^) used at the command prompt (cmd.exe) will allow further commands to be entered on a different line e.g. dir ^ <enter> will ask for more on a different line, so that if you enter dir /og/on/p ^ the screen will show:
C:\>dir /og/on/p ^
more?
and the path\filename can be entered after "more?". If nothing is added after 'more?' and Enter is struck twice the command(s) will be executed on the current directory.
Using Edit.com to create a batch file allows the use of the caret provided that the Ctrl+p keys are pressed immediately prior to Shift+^ to set the special character, "more?" is not displayed and further commands/parameters can be entered on the following line.
The above does not appear the be effective using Command.com in XP or when using Edit in DosBox