The presence of a positive (negative) price response to stock additions (deletions) to (from) an index has been getting attention owing to its deviation from the perfectly elastic demand curve of stocks. This study sheds light on this issue in the Indonesian context, using various index...

The main idea of this paper is to clarify the influence of historical volatility to its current volatility of stock return and estimate European call option pricing using Black-Scholes Model. Three method was used to knowing the influence: HisVol, GARCH (1.1) and CGARCH. Empirically the three...

The development of auditing companies go public next is not easy because of the claim by the application of good corporate governance practices that emphasize the importance of transparency and public accountability. The length of time of completion of the audit may affect the timeliness of...

This study aimed to examine the influence of good public governance on tax compliance with trust as intervening in the non financial companies listed in Indonesian Stock Exchange (IDX). The data used was obtained using SEM-PLS of 87 years observation of non financial companies for the period...

Domestic investors in the Indonesian capital market (IDX) tend to be very dependent on the behavior of foreign investors. It is assumed that most of the domestic investors in the IDX are like this, caused by an axiom that the bargaining position of foreign investors is stronger than that of the...

This study has aim to examine the validity of Market Timing Theory (MTT) from Baker and Wurgler (2002) in the Indonesian context. The essence of MTT is when the market price overvalued, the firms will take debt financing and otherwise for undervalued condition. MTT is actually the development of...