information environment and idiosyncratic volatility by using a sample of 499 companies listed on the Indonesia Stock Exchange … dependent variable was idiosyncratic volatility, and the independent variable used an information environment consisting of … literature on idiosyncratic volatility by showing how it can predict the development of the information environment, and how the …

We show that three proxies for stock price informativeness, adjusted probability of information based trading (AdjPIN …), price non-synchronicity and probability of information-based trading (PIN), decrease significantly due to an enlarged … argues that investors are less incentivized to gather firm specific information when firms investor base expands. Furthermore …