This paper aims to investigate the effect of stock prices, return on assets (ROA), and firms size on dividend payout ratio (DPR). We used 5-year annualized panel data from 2014 to 2018 of 17 financial sector companies listed in the Indonesian Stock of Exchange (IDX) as sample of this study. Analysis using three regression estimations (pooled OLS, fixed effects, and random effects) showed that stock price positively affects DPR. On the other hand,  both ROA and firm size has a negative effect on DPR. These result suggests that more substantial and higher profit companies prefer to retain their earnings for financing an investment as a growth opportunity than to distribute their income as a dividend. Thereby, this agrees with the pecking order theory.

This study was conducted to determine the effect of Return on Asset (ROA), Debt to Equity Ratio (DER), and Current Ratio (CR) on firm value in insurance companies listed in Indonesia Stock Exchange from 2015 to 2019. The population in this research was 12 companies in various Insurance listed in the Indonesian Stock Exchange. The analytical method used three regression estimations (pooled OLS, fixed effects model (FEM), and random effects model (REM)). The results indicated that the Return on Asset, Debt to Equity Ratio, and Current Ratio had a significant negative effect on firm value. Our key finding from this research showed that when the profit was higher, the companies prefer to hold their earnings and use for an investment to generate growth opportunities. This phenomenon had explained when companies had higher yields, the firm's value went down. Therefore, this research is following the Pecking Order Theory. Further interaction analysis between DER and CR on firm value uncovers that both DER and CR also negatively affect firm value.

This research aims to analyze the empirical evidence of the volatility of stock mutual fund returns. The data used is the daily yield data of Schroder Dana Prestasi Plus mutual funds. The analytical methods used in this study are GARCH (Generalized Auto Regression Heteroscedasticity) and EGARCH (Exponential Generalized Auto Regitional Heteroscedasticity). The results showed that the yield of Schroder Dana Prestasi Plus stock mutual funds proved significantly that there was a time varying volatility phenomenon. Then the volatility in the yield of Schroder Dana Prestasi Plus stock mutual funds was proven to be significantly unaffected by the asymmetric behavior therein. And the level of persistence in the volatility is quite low.

This study compared trading volume activity before and after the COVID-19 pandemic, the first large-scale social restrictions, the New Normal, and the second large-scale social restrictions at LQ Companies. It also examined differences in stock prices, stock returns, the Composite Stock Price Index, market returns, and trading prices. -45. Data analysis compares stock prices, stock returns, the Composite Stock Price Index, market returns, and stock trading volumes before and during the Covid-19 epidemic as part of this research's event study methodology. Despite the variations in test results for each event, it is clear that the pandemic has affected stock portfolio performance on the Indonesian Capital Market. The first appearance of Covid-19 in Indonesia significantly impacted how the capital market there performed. The findings indicated that the pandemic hurt the market. Before the COVID-19 pandemic, the average stock return was higher than during the pandemic. A pandemic tends to cause changes in it. The findings suggest that while waiting for the capital market to become favorable during a pandemic, investors should be more discriminating when investing in the capital market, particularly in conservative products like mutual funds.

Various environmental problems in the world because business activities are not responsible for their activities and their impact on the environment. The responsibility of companies make by paying for their environmental costs can help reduce future costs. This paper aims to examine whether financial performance mediates the impact of green accounting and environmental performance on firm value. The method used is quantitative with a causality design. The sampling method uses purposive sampling to test the relationship between variables. The data used is panel data with a total of 83 companies during 2016 - 2021. The method of analysis in this study uses path analysis. The authors find that green accounting and environmental performance affect financial performance. While green accounting, environmental and financial performance affect firm value. The relationship between green accounting, environmental performance, and firm value is not mediated by financial performance. It shows that the business is increasing environmental costs and participating in the PROPER award can carry out activities that do not directly harm the environment, and the company is environmentally conscious. This condition fits the legitimacy and stakeholder theory. If the business can focus on environmental management, the community will accept it well, and the company will have a good reputation. High trust and loyalty enhance the company's profits and value. This study varies from other research in that it comprehensively examines the effects of green accounting and environmental performance, both direct and indirect, on financial performance and firm value.