THE INFLUENCE OF IDIOSYNCRATIC VOLATILITY, MARKET RISK, AND SIZE ON STOCK RETURN OF A NON-FINANCIAL COMPANY REGISTERED IN INDONESIA STOCK EXCHANGE IN THE PERIOD OF 2012 – 2016

The objective of this research is to examine the effect of idiosyncratic volatility, market risk, and size, as the independent variable on stock return on non-financial firm (eight sectoral) listed on Indonesia Stock Exchange. This research uses quantitative perspective with linier regression and mo...

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Bibliographic Details
Main Authors: Jesslyn Fransisca Darmawan, Werner Ria Murhadi, Putu Anom Mahadwartha
Format: Article
Language:English
Published: Department of Management, Faculty of Economics and Business, Universitas Surabaya 2017-03-01
Series:Manajemen dan Bisnis
Subjects:
Online Access:https://www.journalmabis.org/mabis/article/view/277