The LQ45 stock index is a stock index that concerns investors in monitoring the development of company performance that is included in the LQ45 index calculation. Several factors that can cause the movement of the LQ45 stock index include BI interest rates, exchange rates, and global stock...

Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI) explains the variation in the weekly excess return of stocks. The study finds that the estimated abnormal return of a portfolio based on search intensity is significantly high...

Previous studies have documented that price and liquidity effects are associated with changes in stock market indices due to bankruptcy, mergers, or tender offers. This study investigates price, volume and liquidity effects of stocks entering and leaving Jakarta Islamic Index (JII) for different...