Ability to estimate an individual security returns is very important and needed by investors. Therefore the presence of Capital Asset Pricing Model (CAPM) which can be used to estimate the return of a security is considered very important in the field of finance. However, Fama and French showed...

This research aim to calculate influence corporate financial performance to stock return. Multiregression model follow Fama and French procedure. Result of first hypothesis confirmed statistically, that the difference of stock of return pursuant to finance performance not automatically own...

The purpose of this study is to analyze and test empirically the effect of trading day on the return rate of investment instruments in Indonesia for the period of 2005-2010. This study samples 13 actively traded stocks, 3 index data (JCI, ILQ45 and JII) on the Indonesia Stock Exchange, 3 foreign...

This study aims to analyze and test empirically the influence of corporate financial performance against systematic risk on stocks. The analysis technique used is multiple linear regression. The results showed that the financial performance did not significantly affect the systematic risk of the...

This study aims to examine the effect of Good Corporate Governance mechanisms to underpricing phenomena at companies registered in Indonesia stock exchange and performs Initial Public Offering, and underpricing during 2010-2014. This research is based on signal theory (signaling theory) which...

This study aimed to get empirical evidence global stock indices: Dow Jones Industrial Average, Shanghai Stock Exchange Composite, Strait Times Index, and macroeconomic variable: inflation, BI Rate, world oil prices, exchange rate IDR/USD toward the JCI. This research was conducted by examine the...

As reaction from market inefficient specified about information distribution, all market participant trying to reduce the effect with various means, among other things by perceiving historical behavior of share price. One of result namely contrarian strategy by believing that loser portfolio...

The capability of momentum investment strategy was explore through portfolio risk reduction by value at risk method at liquid stock collection in Indonesia stock exchange period 2008-2016. The result show for quarterly and semester period winner portfolio has superior capacity of portfolio risk...

This study aimed to a stock portfolio formed with composite of companies market (PER, PBV, ROE, EPS, PSR, and B/M, VaR) and accounting performance (ROE, and EPS) also their market capitalization in Indonesia Stock Exchange period 2003-2006. Some clarification need to achieved, such as: real...