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Despite the increased interest in socially and environmentally responsible investments, there is a lack of consensus about the effects they exert on companies’ financial performance. The paper examines the reaction of Russian companies’ stock prices to the news about ESG investments made by these companies. The theoretical basis is stakeholder theory suggesting that firms can achieve long-term success solely by protecting the interests of all their stakeholders – not only shareholders, but also employees, local communities, and future generations. To implement the research, we use the event study on a sample of 202 news items about ESG investments of 11 Russian companies topping the ESG-rating by RA-Expert agency. Data were collected from news search engine Factiva and Yahoo!Finance. The data sample include news and stock prices over the period of 2019–2022. According to the research findings, news about Russian companies’ investments in environmental projects, solution of social problems and corporate governance issues do not lead to a rise in stock returns for these companies. Thus, Russian investors do not consider ESG projects and practices as an important decision-making criterion that increases the investment attractiveness of companies.

Stock return is the result of profit on a stock investment made by investors. There are 2 factors that affect stock returns, namely: external and internal. This study aims to obtain empirical evidence regarding Return on Equity (ROE) and Gross Domestic Product (GDP) on stock returns and test the Coprorate Social Responsibility (CSR) factor in moderating the effect of ROE and GDP on stock returns. The population in this research is food and beverage companies listed on the Indonesia Stock Exchange for the period 2017-2021. The sample in this study was taken using purposive sampling technique and census technique. Based on the criteria and sampling techniques that have been determined, there are 12 companies samples and 60 units of analysis. The data analysis technique used is multiple linear regression analysis and Moderating Regression Analysis (MRA). The results of the analysis show that ROE has a positive and significant effect on stock returns and GDP has not significant effect. CSR significantly moderates the effect of ROE and GDP on stock returns. The theoretical implications of this study confirm the signal theory and stakeholder theory based on the test results that have been conducted. The practical implications of this research can provide knowledge that can be used as a basis for consideration for company management and other parties.

Fluctuations in returns from investment in stocks make these risky. This factor should be kept in mind in stock investment decisions, which determines the relevance of this research. Through the study, the volatility in the stock returns of BRICS nations is analysed for inferring on the riskiness associated with investing in the respective nations, which is the aim of the research. For this study, the daily returns of five indexes representing each of the nation namely Ibovespa (Brazil), Moex (Russia), Nifty 50 (India), Hang Seng Index (HSI, China), and FTSE/JSE All Share Index (JALSH, South Africa) for a period of 14 years are collected and analysed. Both unconditional and conditional volatility in returns is analysed for each of the nations for imparting clearer and more comprehensive picture of the volatility in returns. Such an in-depth and long period analysis of volatility of the returns of the emerging BRICS economies is a novelty of the research that determined that no volatility model can be said as perfect for all economies for all time. The GARCH (1, 1) model was used to study for the returns of all the five indexes. The results of the study point out that the daily returns of all these indexes are heteroscedastic, implying presence of varying variance. Accordingly, the study м that the BRICS nations’ index returns are more volatile and riskier, and authors are recommended to invest in those indexes with lesser conditional volatility.

CEO compensation remains at the forefront of corporate financial discourse – primarily because of its interconnection with firm performance, growth and survivability. Diverse literature exists on CEO compensation and shareholder return, albeit with different findings and/or disagreements. This paper aims to apply a single independent variable enquiry – the CEO total payment to understand how it might influence shareholder return. Research employs a quantitative approach by using a simple OLS technique with data drawn from a random sample of fifty-six companies listed in the S&P 500 Index. The S&P 500 is a stock market index tracking the stock performance of 500 large companies listed on stock exchanges in the United States. It is one of the most commonly followed equity indices. The OLS result yields a P-value of 0.0001, with a negative regression coefficient, which thus indicates a significant negative relationship between the CEO total payment and shareholder return. The result corroborates some extant research regarding the inability of agency theory to provide an overriding explanation for the CEO pay and return relationship. Further research is therefore encouraged to apply more variables, particularly those that may capture CEO's opportunistic behaviour in future CEO and stock return analysis.

Purpose: this study aims to examine the influence of changes in inflation, changes in the rupiah exchange rate, changes in the money supply, changes in SBIS, changes in foreign exchange reserves and changes in interest rates on the return of Indonesian Islamic stocks.Methods: this study is focused on looking at conditions of macroeconomic changes that have an impact on the activity of the Islamic capital market, particularly on the return of Islamic stocks listed in the Jakarta Islamic Index. This empirical evidence is related to variable macroeconomic changes, namely changes in inflation, rupiah exchange rate, money supply, foreign exchange reserves, Indonesian Syariah Bank Certificates (SBIS) and interest rates on sharia stock returns for the period January 2014 – December 2019 obtained from Financial publications. Service Authority (OJK) and Bank Indonesia. The analysis technique used is quantitative analysis using multiple regression analysis tools.Results: the results of this study are (1) Variable Changes in Inflation, Changes in the Amount of Money Supply, Changes in Foreign Exchange Reserves, Changes in SBIS have a positive and significant effect on Stock Returns listed on the Jakarta Islamic Index, (2) changes in exchange rates have a negative and significant effect on Stock Returns listed in Jakarta Islamic. Index, (3) the Interest Rate variable has no effect on Stock Returns listed on the Jakarta Islamic Index.Conclusions and Relevance: the approach used by each variable starts with the conventional followed by the study of Islamic macroeconomics, in order to provide a philosophy of science and economics that refers to Baqir Sadr in the Iqtishaduna book. In this study, researchers examined macroeconomic variables on sharia stock returns to prioritize people's welfare and pay close attention to every investment process based on sharia principles. Therefore the public, entrepreneurs, investors and company performance must pay attention to information regarding changes in inflation, changes in the rupiah exchange rate, changes in the money supply, changes in Bank Indonesia Sharia Certificates (SBIS), changes foreign exchange reserves, and changes in interest rates in order to minimize risks for both investors and entrepreneurs. This variable can affect the movement of the capital market so that the return on Islamic stocks also has an effect.

The purpose of this study is to analyze whether firm value mediates the effect of Corporate Social Responsibility (CSR) and dividend yield on stock returns. The samples are 12 companies; they chosen by purposive sampling method. The data is processed by panel regression and Sobel Test using eViews 9.0. The results showed that firm value is mediating the effect of Corporate Social Responsibility (CSR) to stock return. The second result is firm value isn’t mediating the effect of Dividend Yield to stock return.

One of the means for medium and long-term investments is the capital market. Capital market is the most effective means for investors to invest in profits. This research aims to analyze the effect of changes in Return on Assets (ROA), Earnings per Share (EPS), Inflation Rate, and Interest Rate on stock return in SOE banks listed on the Indonesia Stock Exchange within the research period of 2012-2016. This research uses secondary data. The research population is the financial statements of 4 Persero Banks including PT Bank Negara Indonesia Tbk, PT Bank Rakyat Indonesia Tbk, PT Bank Mandiri Tbk, and PT Bank Tabungan Negara Tbk within the research period of 5 years from 2012 to 2016. Research sampling was conducted using the purposive sampling method. The data analysis was carried out using classical assumption test, multiple linear regression analysis, t-test, and F-test with the help of SPSS 19. The research findings showed that the Interest Rate partially has a significant effect on Stock Return. Meanwhile, ROA, EPS, and Inflation Rate partially do not have a significant effect on Stock Return. Moreover, simultaneously ROA, EPS, Inflation Rate and Interest Rate have a significant effect on Stock Return.