Proceedings of the International Conference on Business and Management Research (ICBMR 2017)

Session: FIN

11 articles
Proceedings Article

Continuous and Jump Betas : Implications for Portfolio Diversification (Evidence from Indonesia Stock Market)

Usman Arief, Zaafri Ananto Husodo
This study aimed to investigate the difference of CAPM beta for both continuous and jump components for constituent stocks market using Indonesia Stock Exchange (JKSE) and overall 45 the most active stocks from the LQ45 index for six months' period from March 2017 to August 2017. The study decomposed...
Proceedings Article

Investment Awareness Among Young Generation

Zainal Azhar, Nor Azilah, Amirul Syafiq
Young generation these days are more creative and technology savvy than the older generation socially and financially. One particular question may arise on whether this generation is concerned about and aware of their financial status in the future and investment. This research seeks to examine the awareness...
Proceedings Article

Competition Analysis of Banking Industry in Indonesia: Bank Size, Bank Type, and Efficiency Transfers

Achmad Fadloli, Dony Abdul Chalid
The purpose of the research is to conduct an analysis on the level of competition of the banking industry in Indonesia. Using the data from 107 conventional banks which operates from 2005 to 2014, this research utilizes Profit Elasticity Model to measure the level of competition. The results show the...
Proceedings Article

Closing Price Manipulation in Indonesia Stock Exchange

Mahmudah Fatluchi, Rofikoh Rokhim
This study examined closing price manipulation in Indonesia Stock Exchange using return correlation, return volatility and volume shifting. The study utilized the data sample during September 2016 to February 2017. From 20 biggest market capitalizations, more than 50% of the sample were indicated having...
Proceedings Article

The Influence of Corporate Social Responsibility, Business Diversification, and Company Size upon Company Value

Erni Masdupi, Ananda Yulius
The purpose of a company is to maximize company value, which is synonymous to increasing the shareholders' wealth. There are some variables that could determine company value such as corporate social responsibility (CSR), diversification of business, and company size. This study examines the influence...
Proceedings Article

Capital Structure Determinants of SME Shariah Compliant Companies

Mazila Md-Yusuf
Capital structure covers the components of capital in a company and has implications on the total financing cost of a company. This study examines the capital structure of Malaysian Small and Medium Enterprise (SME) shariah-compliant companies that are listed in the Bursa Malaysia. The aim of the study...
Proceedings Article

Financial Literacy and Consumer Debt: A Survey of Low Income Households in Depok, West Java, Indonesia

Angelica Fadya Noventi, Dwi Nastiti Danarsari
This study aims to examine the impact of financial literacy on consumer debt as measured by debt-to-income ratio, number of lenders, and net worth among low-income households in over-indebted condition. The key components of financial literacy used are numeracy and money management skills. This study...
Proceedings Article

Measuring the Impact of Higher Capital Requirement to Bank Lending Rate and Credit Risk: The Case of Southeast Asian Countries

Winda F.K Pratiwi, Sigit S. Wibowo
This study discusses the impact of increasing bank capital against lending interest rate, amount of loans, and banks' credit risk exposure. The study utilized panel data from 18 top banks in 5 Southeast Asian countries during the period of 2008-2015. The findings show that there is no significant relationship...
Proceedings Article

The Analysis of Herding Behavior in Indonesia and Singapore Stock Market

Aditya Andika Putra, Eko Rizkianto, Dony Abdul Chalid
This research aims to examine the presence of herding behavior in Indonesia and Singapore stock markets. Using CCK method and daily data of the stock population in both country's stock markets on the period of 1996-2015, this research finds the evidence of herding behavior in Indonesia and Singapore....
Proceedings Article

Impact of the Agressive Working Capital Management Policy on Firm's Profitability and Value: Study on Non-Financial Listed Firms in Indonesia Stock Exchange

Rosyeni Rasyid
Effective working capital management policies is crucial to the company's long survival. The working capital policy is concerned with determining the aggregate amount of a firm's current assets and current liabilities is required by a firm. This study investigates the impact of the aggressive working...
Proceedings Article

Interest Margin versus Small Medium Enterprises Financing: Does Bank Ownership Matter?

Muhammad Miqdad Robbani, Hasan Ashari, Liyu Adhi Kasari Sulung
The Indonesian government wants to promote small and medium enterprise financing as a type of relationship lending while at the same time reducing interest margins. Otherwise, relationship lending tends to lead into high levels of interest margins. This paper examines the relationship between SME financing...