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This research aims to determine the influence of the board of directors, independent board of commissioners, audit committee, and managerial ownership on stock return volatility. Stock return volatility as the dependent variable is measured by the standard deviation of annual stock returns. Regarding the independent variable, the board of directors is measured using the number of members of the board of directors. Independent commissioners are measured based on whether the company appoints independent commissioners or by the ratio of independent commissioners. Audit committees are measured using the number of audit committee members. Managerial ownership is measured using a percentage of the total shares owned by the entire executive board based on total shares outstanding. Apart from that, researchers also added the following three control variables into the regression model. Leverage, company size, and company performance. Based on the sampling technique used is purposive sampling. The sample consists of 25 tourism companies listed on the Indonesia Stock Exchange in 2019-2022 with 100 data obtained. The analysis technique used in this research is multiple linear regression. The results of this research indicate that the board of directors has a negative and significant effect on stock return volatility. Apart from that, the independent board of commissioners, audit committee and managerial ownership have no effect on stock return volatility. The control variables, namely SIZE, leverage, and company performance, have no effect on stock return volatility. [ABSTRACT FROM AUTHOR]

Purpose -- This study aims to investigate the influence of macroeconomic factors, including economic growth, inflation, the rupiah exchange rate, and interest rates, as well as corporate financial performance indicators such as leverage and profitability, on the stock returns of Indonesian Property and Real Estate Sub-Sector companies. Method -- The research data consists of annual data obtained from the Indonesia Stock Exchange, the Indonesia Central Bureau of Statistics, and Bank Indonesia for the period from 2017 to 2021. The research population comprises 36 Property and Real Estate companies listed on the Indonesia Stock Exchange. Out of these, 28 companies meet the sample requirements. The analysis employs panel data regression to examine the data. Result -- The results indicate that inflation and exchange rates have a negative and statistically significant impact on stock returns. On the other hand, economic growth, interest rates, return on equity, and the debt-to-equity ratio exhibit a positive influence on stock returns, although these effects are not statistically significant. Contribution -- This study's distinctive contribution is its focused analysis of the Property and Real Estate Sub-Sector in Indonesia. It stands out by exploring the intricate relationship between macroeconomic factors and financial performance variables concerning the stock returns of companies within this sub-sector. This nuanced approach provides valuable insights into a specific industry within the Indonesian market, shedding light on previously unexplored dynamics and contributing to a deeper understanding of how these factors affect stock returns in this context. [ABSTRACT FROM AUTHOR]

This study aims to investigate investor sentiment and its effect on the industrial sector in Indonesia. In the study, investor sentiment was extracted from data obtained from search engines. Then the data were used to see how the sentiment affected the stock return in each listed industrial company. Fifteen industrial sector companies listed on the stock exchange were selected; each was analyzed for their search volume and the effect on stock returns using panel data regression from March 2020 to April 2022. The result shows that investor sentiment affects the level of stock returns in the industrial sector in Indonesia. This result indicates that with the increase in search volume on search engines, which reflects positive sentiment, there will be an increase in stock trading transactions and vice versa. This study's findings will help investors make investment decisions, especially in the industrial sector. [ABSTRACT FROM AUTHOR]

This study aims to analyze the effect of the exchange rate on stock returns (SR) mediated by fundamental factors, which are represented by return on assets (ROA), debt equity ratio (DER) and earnings per share (EPS), in listed telecommunications sub-sector industrial companies. on the Indonesian Stock Exchange for the 2015-2022 period. This thesis is also to see how financial signals can influence investor perceptions and their impact on SR. The data used is secondary data obtained from the Indonesia Stock Exchange for telecommunications sub-sector companies for the period 2015-2022 and Bank Indonesia data for the IDR-USD exchange rate. This study uses the exchange rate as the dependent variable, stock returns as the independent variable, and ROA, DER and EPS as mediating variables. The analysis technique using the Structural Equation Model (SEM) approach using Partial Least Square (PLS) software, namely Smart PLS software. The results of the study proved that ROA had a not significant positive effect on SR, DER had a significant positive effect on SR, EPS had a significant positive effect on SR, ER had an insignificant positive effect on ROA, ER had an insignificant negative effect on DER, ER had an insignificant negative effect on EPS and ER has a significant negative effect on SR. Furthermore, ER has no significant positive effect on SR mediated by ROA, ER has no significant negative effect on SR mediated by DER, ER has no significant negative effect on SR mediated by EPS. [ABSTRACT FROM AUTHOR]

This study aims to determine the influence of fundamental factors of companies and systematic risks on stock returns. The type of data used in this study is secondary data. The data is obtained from annual reports and financial reports sourced from www.idx.co.id. The population used in the study is manufacturing companies listed on the Indonesia Stock Exchange (IDX) for the period 2018 - 2021. The samples used in this study were 42 manufacturing companies listed on the IDX that met the criteria. Data were analyzed using multiple linear regression method. The results of this study indicate that the enterprise's fundamental factors affect stock returns. There are significant differences in the variable size of enterprise asset sizes before and during the Covid-19 pandemic. However, there were no significant differences in liquidity variables, debt to equity ratio, return on equity, earnings per share, price earnings ratio and systematic risk before and during the Covid-19 pandemic. [ABSTRACT FROM AUTHOR]

In the past two years, the global and Indonesian economies have been severely impacted by the COVID-19 pandemic, leading to below-target and negative growth rates worldwide. Indonesia declared the pandemic in March 2020, resulting in disruptions and lower-than-expected economic growth, with the first quarter of 2020 recording 2.97% growth compared to a consensus of 3.5-4.0%. Key sectors like manufacturing, retail, construction, and mining contracted, while household consumption dropped to 2.84% from 5.01% the previous year. This summary presents inflation and economic growth data in Indonesia as of October 2020 from the Central Statistics Agency. The research outcomes serve as reference material for government policy-making during crises, offer insights to infrastructure issuers in the capital market, assist investors in stock transactions and projections, and provide general knowledge about Indonesia's capital market. [ABSTRACT FROM AUTHOR]

Manufacturing companies in Indonesia support the government's role in the development of the economic growth in the country. However, the Covid-19 pandemic has caused problems in making a profit. Therefore, the main problem of this study is to find out and analyze how net profit margin and earning per share affect stock return. Second, knowing and analyzing capital structure as an intervening variable that relates the effect of net profit margin and earning per share to stock return. This study explores the theoretical model and empirical results of how net profit margin and earning per share affects stock return through capital structure. The sampling method was carried out using the purposive sampling method, a data source collection technique that determines the sample with certain considerations. There were 25 companies that were sampled in this study. The data processing was done by multiple linear regression analysis. From various empirical results, there is still little research on the ability of capital structure as a intervening variable to analyze manufacturing companies listed on the Indonesia Stock Exchange. This research is expected to contribute to further research and facilitate the government to approach the development of manufacturing companies to encourage the economy. Meanwhile, investors can be informed about the company's stock return. The importance of this research can be useful for companies in providing solutions on how to increase net profit margin and earning per share by increasing stock return through capital structure factors. [ABSTRACT FROM AUTHOR]

The capital market has an important influence on improving the economy in Indonesia, every company who wants to increase the capital will invest in the Capital Market. The company's financial performance is the main thing that potential investors will see before deciding to invest. There are several ways to measure financial performance, one of which is by using performance on value through Economic Value Added (EVA) and Market Value Added (MVA). In addition to EVA and MVA, potential investors also pay attention to the company's stock price. The main purpose of potential investors investing is to get benefits in the form of stock returns. The purpose of this scientific article The Effect of EVA, MVA and Stock Price on Stock Return is to build a hypotheses for each variables that can be applied by future research in the Field of Financial Management Science. The writing method in the scientific article uses library research methods through Mendeley, Google Scholar, and other academic online application. The results of the scientific article are: 1) EVA affects Stock Return; 2) MVA affects Stock Return; and 3) Stock Price affects Stock Return. [ABSTRACT FROM AUTHOR]

This study aims to test and analyze the effect of capital structure, profitability, investment opportunity set, firm value, earnings per share, and dividend policy, on stock returns. Our research uses regression analysis to determine and analyze the influence of independent variables on dependent variables. The objects in this study are companies incorporated in LQ45 for the period 2013 - 2021. The reason for choosing LQ45 is because it is a type of index used to measure the price performance of stocks that have high liquidity and large market capitalization and are supported by good firm fundamentals. The results of the study found that the capital structure with indicators debt to equity ratio has a significant negative effect on stock return. Profitability with indicators return on equity and investment opportunity set with indicators price earnings ratio have a positive and significant effect on stock return. While other findings from our study are firm value with price to book value indicators, profitability from the investor's point of view represented by earning per share indicators, and dividend policy with dividend payout ratio indicators have no effect on stock return. [ABSTRACT FROM AUTHOR]

Copyright of Marketing of Scientific & Research Organizations / Marketing Instytucji Naukowych i Badawczych is the property of Sciendo and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The purpose of this study is to find the impact of macroeconomic (inflation, BI rates, economic growth, world oil prices, and the money supply) on stock return in Indonesia. A sampling of 251 listed companies listed on the Indonesia Stock Exchange (IDX) was carried out using a purposive sampling technique. The data used in this study is panel data, namely cross-section data and time-series data, for the period 2007-2017. While the data analysis technique uses panel data regression and processed by Eviews Software. The results showed that inflation and the Rate does not significantly influence stock returns. While, economic growth, world oil price, and money supply significantly influence stock return. The result of our study gives the implication that macroeconomic variables must be controlled to maintain the stability of stock returns. [ABSTRACT FROM AUTHOR]

The purpose of this research study is to test whether coal stock prices have an influence relationship with stock return volatility during the Covid-19 pandemic. The sampling technique in this research use the purposive sampling technique, where the object of research used is sharing, which are shares of coal companies. The research data processing was carried out using Excel. Results showed that in the period of the research conducted by the researcher, it was found that the January Effect occurred in 2017, 2018, 2019 and 2022. The benefit of this research is to find out whether there is a January effect in the research period, which begins from 2017 – to 2022, so that investors are aware of the information and know the right time when they want to buy coal shares. [ABSTRACT FROM AUTHOR]

This paper evaluated the impact of Covid-19 in Indonesia. The total samples used in this observation were 140,864 samples from Indonesia, collected from March 05, 2020, until December 30, 2020. The regression used was STATA 13.1, and the independent variable was the stock return. Meanwhile, the other variables used to measure the impact of Stock return during Covid-19 are Trading volume, Exchange rate, and Friday. The result revealed that Stock returns in Indonesia were negatively affected by Covid-19, the impact being carried away from the investors' uncertainty and anxiety about Covid-19. On the other hand, trading on Friday makes investors less suffering from negative returns. [ABSTRACT FROM AUTHOR]

The condition of manufacturing companies that experienced a bad impact due to the weak value of operational activities resulted in a decrease in company profits so that the impact on the portion of corporate social responsibility disclosure was reduced. The Covid-19 pandemic has caused several manufacturing companies to be unable to generate profits that have been determined at the General Meeting of Shareholders (GMS) so that the return on investment is lower. This study aims to examine in depth the systematic risk that will affect stock returns in changing the relationship between investor sentiment, trading activity, market factors and stock return responses during the Covid 19 Pandemic. The population used in this study are manufacturing companies listed on the Indonesia Stock Exchange. as many as 169 companies. Of the 169 companies listed on the Indonesia Stock Exchange, there were 39 companies that were delisted during 2020 and 45 companies that did not have complete data on the required research variables, so the number of sample companies used was 85 companies. The data analysis technique uses Structural Equation Modeling (SEM) analysis with PLS smart software. The results of the study show that CSR has a negative effect on ROA with a significance level of 0.000. CSR has a positive effect on stock returns with a significance level of 0.000. ROA has a positive effect on Stock Return with a significance level of 0.000. [ABSTRACT FROM AUTHOR]

This study and analyze the impact of the announcement of the government's social distancing policy on stock returns and the impact of the announcement of the government's health policy on stock returns. This study uses a quantitative approach. The population in this study uses data on the COVID-19 stringency index, COVID-19 containment and health index, and the exchange rate. The results show that the announcement of the government's social distancing policy has a positive and significant effect on stock returns, and the government's health policy has a positive and significant impact on stock returns. recommendations were obtained for the government to accelerate the stability of the stock market by conducting more intensive socialization related to the dangers and prevention of COVID-19 and recommendations for investors to apply the best strategy in investing in pandemic conditions by conducting fundamental and technical analysis, conducting stock portfolios, choosing business sectors that are still needed in pandemic conditions. [ABSTRACT FROM AUTHOR]

There is a lot of information which can affect stock price movements in the capital market. This information is often overreacted by the investors in making investment decisions. It often happens at certain moments, including at the beginning of the year (January). The purpose of this research is to determine the January effect phenomenon on the Indonesia, Malaysia and India Stock Exchanges for the 2016-2020 period. In addition, to find out whether there are differences in stock returns between January and other months, and to find out whether there are differences in stock returns on the Indonesian, Malaysian and Indian Stock Exchanges during the research period. The data used is weekly major stock price index data from January 2016 to December 2020 with a total of 259 time series data. The research method used is a comparative method. The analytical techniques used are normality test, homogeneity test, ANOVA test, Post Hoc test, and Independent Sample T-test. The results showed that there was no January effect on the Indonesia Stock Exchange, Malaysia and India because there is no significant difference in the average value of stock returns between January and other months. The results of the stock return test show that there are differences in stock returns between the Stock Exchanges in Indonesia and India, and there are no differences in stock returns between the Stock exchanges in Indonesia and Malaysia. [ABSTRACT FROM AUTHOR]

This study examines the phenomenon of the month of the year effect on sectoral stock indices on the Indonesia Stock Exchange (IDX). The data used is monthly closing price data for sectoral stock price index during the period of 2016 to 2018 obtained from IDX (idx.co.id). Data analysis was performed using the one sample t test model. To test the hypothesis, ANOVA is used, using SPSS version 23. The results of this study show that: the agriculture index experienced a significant increase in every April, the mining index experienced a significant increase in every July, the basic industry index experienced a significant increase in April, miscellaneous industry indices experienced a significant decline in every May, the consumer goods index experienced a significant decline in every May, the property and real estate index did not experience a significant increase or decrease based on the month, infrastructure index experienced a significant increase in each of June and December, the finance index experienced a significant increase in every July and September, and the trade and service index did not experience a significant increase or decrease based on the month. [ABSTRACT FROM AUTHOR]

This research made use of 33 samples obtained from various banking industries listed in the Indonesia Stock Exchange (IDX) between 2012 and 2016. The data used in this study was secondary data in the form of annual financial statements and stock prices. Data Envelopment Analysis (DEA) and a quantitative approach were used to calculate the various banking efficiency levels. Multiple linear regression analysis was also used to examine the relationship between the dependent and independent variables. Based on the hypothesis testing results, banking efficiency partially did not influence stock return, however, earnings per share and the price-earnings ratio were shown to have a partial positive influence on stock return. The results of the hypothesis testing simultaneously showed that banking efficiency, earnings per share, and price-earnings ratio influenced stock return. [ABSTRACT FROM AUTHOR]

The aim of this study is to examine the effect of good corporate governance mechanism to stock performance through sustainability report disclosure as mediation. Good corporate governance mechanism used in this case is commissioner board's size, the proportion of independent commissioners, audit committee's size, and managerial ownership, whereas stock performance measured in this case is stock return. Using a sample 113 companies all sector listed in Indonesia Stock Exchange which publish sustainability report during 2014-2016. This study were using simple and multiple linear regression analysed to determine indirect effect through path diagram. Based on the result of the first hypothesis testing of GCG mechanism none of which have significant effect on SR disclosure, the second hypothesis is only the proportion of independent commissioner and audit committee's size of GCG mechanism which have positive significant effect on stock performance, the third hypothesis of SR disclosure has no significant effect on stock performance and the fourth hypothesis explains that SR disclosure is not exactly a mediating variable. [ABSTRACT FROM AUTHOR]

Copyright of JDM: Jurnal Dinamika Manajemen is the property of Universitas Negeri Semarang, Fakultas Ekonomi, Jurusan Manajemen and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Accounting Analysis Journal (AAJ) is the property of Jurusan Akuntansi, Fakultas Ekonomi, Universitas Negeri Semarang and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

This paper applies a conditional jump model that was proposed by Chan and Maheu (2002) to examine the stock market dynamics of Mexico, Indonesia, South Korea, and Turkey (MIST). We find that the conditional jump intensity parameter estimates are statistically significant and change dramatically between two sample periods. We show that a high probability of jumps today predicts a high probability of jumps in the next period. The impact of a previous shock to the next period's jump intensity is found to be higher in Turkey compared to other MIST countries. Contrary to the previous literature, we discover that after a stock market crash, it is more likely to see a negative jump (drop) again in the stock exchanges of Mexico and Indonesia. Only in Turkey, it is more likely to see a positive jump after market crashes. [ABSTRACT FROM AUTHOR]