Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of Social Commerce

Investor Sensitivity to Liquidity and Systematic Risk in Indonesia's Real Estate Market Prakoso, Teguh; Apriliani, Rina; Yulistina, Yulistina; Dharmawan, Donny; Utiarahman, Nurnaningsih
Journal of Social Commerce Vol. 5 No. 3 (2025): Journal of Social Commerce
Publisher : Celebes Scholar pg

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56209/jommerce.v5i3.165

Abstract

The current paper analyzes whether the liquidity and systematic risk can predict stock returns not only as a typical financial indicator but as a kind of a descriptive tip in modern market environments. Using panel data of Indonesian firms listed in the property-sector in the Indonesia Stock Exchange, the research makes use of the random effects model of statistical analysis to assess how firms-level liquidity statistics, beta, and Return results are connected to one another. The findings show that the systematic risk has a strong and positive effect on the stock returns but this is not the case with liquidity, which does not have a similar type of effect. This result is not an indicator of the reduced role of economy but it is a significant rejuvenation concerning the methods in which financial information is being assimilated, ranked and acted upon by the investors. The lack of the effect of liquidity is said not to be irrelevant but invisible in platforms, stories, and investor attention schemes that are more and more dominating the interpretive access. By highlighting a changing ecology of valuation where the salience of financial metrics is mediated by visibility and volatility, as well as digital resonance, the findings help to understand that salience in this context has become contested, and the measured episodically as they become visible and volatile on the temporal shelf of valuation.
Co-Authors Abdurohim Abdurohim Abdurohim, Abdurohim Adi Cakranegara, Pandu Afan Suyanto, Mohamad Aglis Andhita Hatmawan Agustinus Nugroho Alatas, Abd. Rahman Alfiana Alfiana Alimin, Erina Amelia, Deni Amiruddin Amiruddin Amrin Amrin Anantadjaya, Samuel PD Anggita Permata Yakup Apriliani, Rina Arifai Ilyas Arijanti, Susi Asry, Wina Asyhari, Sri Irmayanti Audisty Prana Hardayu Ayuliana Ayuliana Azlina, Yunidyawati Bahtiar Efendi Bakhtiar Balla Wahyu Budiarto Barick Ahmad Setiawan, Barick Ahmad Bella Suci Novitri Budiarto, Balla Wahyu Butar Butar, Ribka Sari Butar-Butar, Ribka Sari Butarbutar, Dicky Jhon Anderson Chandra, Rezario Febrianta Clara Putri Claudy Dadang Suhardi David Adista Desty Febrian, Wenny Dian Ariani Dicky Jhon Anderson Butarbutar Dr. Hotma Napitupulu, MM. Drs. Zulkarnain Moshak Zein, M.AK., CA. Durya, Ngurah Pandji Mertha Agung Dwi Budi Srisulistiowati Edward, Yusuf Ronny Eka Kusumawati, Eka Ekaresty Haes, Putri Ekasari, Silvia Elizabeth Elizabeth Yohanes Emma Budi Sulistiarini Endah Pujiastuti Endrawati, Titin Erfan Esnawan Fachrurazi FAHRIZAL Fajariah, Faizatul Fatimah Malini Lubis Febrian, Wenny Desty Fermica Iskandar, Merissa Firdaus Yuni Dharta Firman Dera Firman Eksan Frans Sudirjo Ginting, Jenni Veronika Br Hana Lidyana HARIYANTO, MASHUDI Hasibuan, Posman WH Hendayani, Nenden Hermiyetti Hermiyetti, Hermiyetti - Hery Purnomo Hidayat, Ahmad Rifqi Hiya, Nirmadarningsih Husain, Fransiska Imam Hanafi Irwansyah Rezeki, Syailendra Reza Istarno, Rino Ita Nurcholifah Joko Rianto Josua Alexander Gultom Judijanto, Loso Junaedi, I Wayan Junaedi Karsim, Karsim Karyadi, Sugeng Kespandiar, Tengku Kevin Indajang Kiki Nur Wijayanti Kurniawan, Yohanes Jhony KUSNADY, DIDING Kusumaningati, Iip Dyah LAUNTU, ANSIR LETASADO, MUHAMAD RUSADI LISTIANA SRI MULATSIH LUBIS, AMINAH Luh Komang Candra Dewi M.M, Besse Faradiba MASHUDI HARIYANTO Matheus Alexander Rio Mawadah, Badriatul Melya Fitriana Mentalita, Hotma Mertha Agung Durya, Ngurah Pandji Mertua Agung Durya, Ngurah Pandji Mohammad Anwar, Mohammad Mokhamad Arwani Muarif, Munazar Rafsanjani Muhammad Irvan Muhammad Lukman Hakim, Muhammad Lukman Muhammad Rispan Affandi Murwani Wulansari Mus Abdul, Elfis Musdirwan Musran Munizu Nazara, Desman Serius Nila Dewi Aschari Novita, Yulia Nugroho, Budi Sulistiyo Nur Alam Nurdiani, Tanti Widia Nurdin Yusuf Nurhasanah Nurhasanah Olfin Ishak Purwanti Putri Ekaresty Haes Putu Agus Eka Rismawan Puwanti Rahayu, Betty Ramadhani Kirana Putra Ramon Arthur Ferry Tumiwa Ratih Pratiwi Renaldi Renaldi Renaldi Reni Putriani Revi Sesario Rizkia Shaulita RR. Ella Evrita Hestiandari Rudianto, Maikel Rusman, Hedar Rustaman, Dede Saksono, Lalang Sandag, Eltie Christi Sani, Indra Santy Nururly Saragih, Hisarma Saut Maruli Tua Pandiangan Setiawan, Zunan Setyarto, Dwiatmodjo Budi Shella Aprianti Suci Shifa, Mutiara SILVIA EKASARI Sintesa, Nika Siregar, Irma Hariyanti Siti Zulaika Solly Aryza Sumardi . Suratminingsih, Suratminingsih Suriadi Suriadi Suriadi Sutisna, Ade Jaya Syahribulan Syamsul Ph.D M.A. Hadi Taat Kuspriyono, Taat Teguh Prakoso Ufi Rumefi Uli Wildan Nuryanto Umaima Umaima Utami, Eva Yuniarti Utiarahman, Nurnaningsih Victor Pattiasina Wachyu Hari Haji Wadzibah Nas Wardi, Miftahussa'adah Wasiran, Wasiran Widodo Widodo Wilanda, Alifah Yanti Setianti Yulia Novita Yuliana, Rachma Yulistina Yulistina Yumhi, Yumhi Yuniarti Utami, Eva Yunus, Andri ZA, Saida Zainurossalamia Zalogo, Erasma Fitilai