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Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia

Research Article

Determinants of Stock Returns on the Indonesian Stock Exchange

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  • @INPROCEEDINGS{10.4108/eai.30-7-2019.2287602,
        author={Aminullah  Assagaf and Meithiana  Indrasari and Eddy  Yunus},
        title={Determinants of Stock Returns on the Indonesian Stock Exchange},
        proceedings={Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia},
        publisher={EAI},
        proceedings_a={ACHITS},
        year={2019},
        month={9},
        keywords={financial management portfolio management risk management},
        doi={10.4108/eai.30-7-2019.2287602}
    }
    
  • Aminullah Assagaf
    Meithiana Indrasari
    Eddy Yunus
    Year: 2019
    Determinants of Stock Returns on the Indonesian Stock Exchange
    ACHITS
    EAI
    DOI: 10.4108/eai.30-7-2019.2287602
Aminullah Assagaf1,*, Meithiana Indrasari1, Eddy Yunus1
  • 1: Faculty of Economics and Business, Dr. Soetomo University, Surabaya, Indonesia
*Contact email: assagaf29@yahoo.com

Abstract

This study aimed to analyze the factors that affect stock returns in the Indonesia Stock Exchange, by selecting a sample of 20 companies listed on the stock group LQ 45 with the observation in the last three years. Our research found that variable X2 liquidity or significant effect on stock return because this variable is considered very strategic in influencing smooth operations and financial performance. Other independent variables no significant effect on stock returns, mainly due to the decision of investors tend to be oriented on short-term margin trends. Changes to some of the key variables are not responded to by the investor, it is evident in the relatively small determinant coefficient,

Keywords
financial management portfolio management risk management
Published
2019-09-30
Publisher
EAI
http://dx.doi.org/10.4108/eai.30-7-2019.2287602
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