This study examines the influence of firm size and market risk on the stock return of Indonesian high reliable companies. The samples are companies listed on the LQ45 between 2015 and 2017. There are 45 companies have been selected or 196 observations. The data was obtained from the financial reports and analysed by using regression for panel data method, namely the common effect model and the Chow test. The results demonstrate that  firm size has an effect on the stocks return, while market risk does not have effect on the stocks return of the blue chip companies. The results of this study are expected to help investors in making proper investment decisions toward bluechip Indonesian companies.

This study aims at examining the determinants of corporate cash holdings using 357 sample of manufacturing companies listed on Indonesia Stock Exchange for the period from 2013 to 2015. The determinants tested in this study are cash flow and profitability. Data is collected from financial reports of the sample companies. This study employs panel data regression method, namely the common-effects method based on Chow test result. The results show that cash holding positively affected by cash flow and profitability. The result of this study can help the stakeholders to understand the causal effect of cash flow and profitability on cash holdings especially in manufacturing companies. ABSTRAK Penelitian ini bertujuan untuk menguji faktor-faktor yang mempengaruhi kepemilikan kas perusahaan dengan menggunakan 357 sampel perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia untuk periode 2013 sampai dengan 2015. Faktor-faktor penentu yang diuji dalam penelitian ini adalah cash flow dan profitability. Data dikumpulkan dari laporan keuangan perusahaan yang telah dipilih. Penelitian ini menggunakan metode regresi untuk data panel, yaitu dengan melihat common-effects berdasarkan hasil uji Chow. Hasil penelitian menunjukkan bahwa cash holding dipengaruhi secara positif oleh cash flow dan profitability. Hasil penelitian ini dapat membantu para pemangku kepentingan untuk memahami pengaruh sebab akibat dari cash flow dan profitability pada kepemilikan kas terutama di perusahaan manufaktur.