Does maturity signals high risk and high return?

Budiarso, Novi Swandari; Pontoh, Winston

doi:10.32400/iaj.25404

Cited by 7 publications

(5 citation statements)

References 18 publications

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“…Under these findings, this study cannot reject the hypothesis that market return has significant effect on stock return. Empirically, both results for BBNI and BBRI are consistent with the findings of Budiarso and Pontoh (2019), Rahmawati andSukmaningrum (2020), andRahmi (2021).…”

Section: Market and Stock Returns Of Bbrisupporting

confidence: 85%

“…Fama and French (2004) explain that the concept of the CAPM can provide an overview of how risk is measured. Budiarso and Pontoh (2019) find that the increase in the return of a stock will be in line with the increase in risk. Murharsito (2021) finds that stock returns experienced a significant decline after the announcement of the Implementation of Community Activity Restrictions (or PPKM) on 5 days before and 5 days after July 1, 2021.…”

Section: Literature Reviewmentioning

confidence: 86%

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The effect of market risk on returns: Case of banking in Indonesia

Modeong

Wati

Ante

et al. 2023

CFABR

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The banking industries are a sector that play important role to support national development and national economy. During Covid-19 pandemic, most of market in the world include Indonesia has urgent circumstances. The objective of this study is to examine whether the Covid-19 pandemic has bad impact on returns of banking industries. The results of regression over January 3, 2020, to December 30, 2021 show that there is positive relationship for risk-return of BBNI and BBRI. Those results imply that Covid-19 pandemic does not have significant effect on returns for those banks. It also means that most investors feel safe for those banks financial performance.

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Section: Market and Stock Returns Of Bbrisupporting

confidence: 85%

Section: Literature Reviewmentioning

confidence: 86%

The effect of market risk on returns: Case of banking in Indonesia

Modeong

Wati

Ante

et al. 2023

CFABR

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“…positive relationship with MR so Ha is accepted. On those findings, this study is consistent with the findings of Budiarso andPontoh (2019), Suwito (2020), Azhari et al (2020), Rahmi (2022), Modeong et al (2022), andMallisa et al (2022). The final procedure is to check whether there is a difference between the event periods of R and β.…”

Section: Resultssupporting

confidence: 90%

“…As a basis for developing hypotheses, this study takes some previous empirical evidence as references. Budiarso and Pontoh (2019) find that mature firms normally not only have higher risks and also high returns. Suwito (2020) examines the effect of market returns on the banking sector returns from 2007 until 2011 and finds that it plays significant roles.…”

Section: Literature Reviewmentioning

confidence: 89%

The CPO's returns and multi-events in Indonesia

Rette¹,

Tipaka²,

Sinambela³

et al. 2023

CFABR

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During the period from January 2022 to June 2022, several events in Indonesia tend to have an impact on the palm oil business. This study aims to examine the relationship between CPO's return and market return with 24 firms as the sample. The findings show that the relationship between the returns of CPO's stocks and market returns is weak and unidirectional. It is also found that the systematic risk and return of CPO's stocks tend to be similar between event periods The findings also imply that the events do not result in a significant difference in returns and systematic risk.

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“…The aim of investors to invest is to maximize stock return income (Budiarso & Pontoh, 2019). Stock returns are the benefits that investors get from investment policies with long or short term characteristics (Brigham & Ehrhardt, 2017:242).…”

Section: Introductionmentioning

confidence: 99%

Stock return determinants in Indonesia

Nurhayati

Hamzah

Nugraha

2021

IAJ

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The purpose of this study is to provide empirical evidence regarding the effect of capital structure, company, size, earnings quality on stock returns with stock liquidity as an intervening variable. The method used in this study is descriptive and verification methods. This study uses 17 listed firms in Indonesia Stock Exchange as the sample specifically for the textile and garment industry over the period of 2014 to 2018 and analyzed by path analysis. The results show that capital structure, firm size, and earnings quality have significant and positive effects directly on stock returns and indirectly through stock liquidity. These findings imply that capital structure, firm size, earnings quality, and stock liquidity shall form positive information to investors under condition high trust of investors as the impact of decreasing asymmetric information. Consistent with signaling theory, this study proves that positive information on investors will be formed if there is an increase in investor confidence as a result of reduced information asymmetry.

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Does maturity signals high risk and high return?

Cited by 7 publications

References 18 publications

The effect of market risk on returns: Case of banking in Indonesia

The effect of market risk on returns: Case of banking in Indonesia

The CPO's returns and multi-events in Indonesia

Stock return determinants in Indonesia

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