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...

Indonesian Abstract: Penelitian ini menguji secara empiris model tiga faktornya Fama dan French dengan data Indonesia selama periode 2003-2006. Secara khusus, studi meneliti perilaku harga saham, terkait dengan ukuran (ekuitas pasar, ME) dan rasio book-to-market. Tujuan utama penelitian ini...

This study aimed to clarify the value of the bias beta stocks listed on the Indonesia Stock Exchange and make corrections to the bias value using Scholes and Williams, Dimson, and Fowler and Rorke. Results of this study indicate that the stock beta is the value of bias, besides the results...

This study aimed to clarify the value of the bias beta stocks listed on the Indonesia Stock Exchange and make corrections to the bias value using Scholes and Williams, Dimson, and Fowler and Rorke. Results of this study indicate that the stock beta is the value of bias, besides the results...

Mortgages are used as credit services provided by banks to customers who want a special loan to meet the needs in the construction of houses or home renovations that must be in accordance with the procedures that have been specified as a condition of completeness of KPR. Data collection methods...

Basel II Accord implicitely demands the usage of the recent statistical approaches to enrich the risk measurement in financial analysis. A widely known aspect in risk analysis today is the Value at Risk. We showed that the conventional VaR measurement regarding to the usage of normality as a...

One of the basic macroeconomic assumptions that is still experiencing difficulties developing an accurate economic model is the 3-month Treasury bill (Surat Perbendaharaan Negara/SPN). This is mainly caused by its irregular data period, based on the average yield won in an auction held at a...

This study aims to examine the relationship between insurance and economic growth in Indonesia in the period 1984 - 2014. Using time series data and the Vector Autoregressive (VAR) model, this study analyzes the effect of insurance variables on economic growth and the effect of economic growth...

The pecking order theory of capital structure is one of the most influential theories of corporate finance. The purpose of this study is to explore the most important factors on a firm’s capital structure by pecking-order theory. Hierarchical regression is used as the analysis model. This...

Indonesian Abstract: Penelitian ini bertujuan untuk untuk menganalisis pengaruh penerbitan sukuk negara sebagai pembiayaan defisit fiskal dan kondisi ekonomi makro terhadap perkembangan perbankan syariah di Indonesia Data-data yang digunakan merupakan data time series bulanan mulai bulan Januari...