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The purpose of this study is to analyze the influence of BOPO, NPL, NIM and CAR on thefinancial performance of banks listed on the Indonesia Stock Exchange in the period 2006 to 2009.Samples were taken based on purposive sampling of 28 banking companies with the followingcriteria: the company issued financial statements for four consecutive years ie 2006 to 2009. Thetype of data used are secondary data and data collection methods through technicaldocumentation. Analysis technique used is normality test, the classical assumption, and multiplelinear regression based on the merging of data time series and cross section called the polleddata. The results showed that variables significantly and negatively related BOPO against thebank's financial performance, the NPL variable has negative and significant impact on thefinancial performance of banks, NIM variable has positive and significant impact on the financialperformance of banks and CAR does not affect the bank's financial performance. The ability of thebank's financial performance could be explained by variables BOPO, NPL, NIM and the CAR of97.5%, Sebagimana shown by the Adjusted R-Square of 0.975. The remaining 2.5% is explained byother factors outside the model.Key Words: BOPO, Non-Performing Loans, Net Interest Margin, Capital Adequacy Ratio and thebank's financial performance.

The aims of this study is to analyze the impact of the variables free cash flow, Profitability,Growth, Tangibility, Retained Earning and Managerial Ownership on debt. Research usingpurposive sampling method for taking samples. Data obtained on the basis of the publication ofIndonesian Capital Market Directory (ICMD), Samples of this research is manufacturing firmwhich listed in Indonesian Stock Exchange during 2007-2011. This research obtained 135 samplesof manufacturing firms. Analysis technique used is multiple regression analysis. Based on the teststatistic F indicates that the model is fit because has a significance value less than 5% of Alphavalue. The Result of analisys show that the four independent variables have significant influenceto DER and other independence variables have no significant influence to DER. Profitability hassignificant positive influence toward debt, growth has significant negative influence toward debt,tangibility has significant positive influence toward debt, retained earning has significant negativeinfluence toward debt, but free cash flow and managerial ownership have no significant influencetoward debt.Key Words :Determinant, Agency Theory, Pecking Order Theory, Debt Policy,

This study seek to examined factors that affect the timeliness of corporate internet reporting (CIR) in listed companies on the Indonesian Stock Exchange. Key factors used firm characteristics (firm size, type of bussiness, profitability, leverage, liquidity, issuance of stock) and corporate governance variables (public ownership structure, proportion of supervisory board and supervisory board size).Population of this study was Indonesian Listed Company in 2008 at Indonesian Stock Exchange .The sample was 195 firms Based on purposive sampling technique. Multiple regression analysis used to test the hypothesis.The regression analysis found that a significant relationship between the timeliness of CIR and firm size. However, others variable like type of bussiness, profitability, leverage, liquidity, stock issues, public ownership structure, proportion of supervisory board and supervisory board size was not significant relationship with timeliness of CIR.. This results indicated that firms typically in big size se modisclore timely information on their web sites

Investor always hoping to get return in their investation of stock. Purpose of this research is to analyse independent variable that consist of return asset on and debt to equity ratio manufacturing company listed of Indonesia Stock Exchange (IDX).Sample of this research is 113 manufacturing company in IDX with method purposive non random sampling. This research used multiple regression test is done by normality test, variation test of classic assumption (multikolinearity, heteroskedastisity and autocorrelation), hypothesis test ( t and F) and test coefficient of determination.The result of this research that return on asset have positive influence and doesn't signifikan to stock return listing manufacturing campany of Indonesia Stock Exchange. Debt to equity ratio has negatif influence signifikan to stock return manufacturing company listing of Indonesia Stock Exchange.

The research problem is the decrease of profitability happened in the year of 2005 and 2007. The condition indicates the existence of serious problem on banking profitability. The other problem was showed by the existence or research gap of some factors which influence on banking profitability. The samples of research are 62 domestic banks, by using multiple regression analysis.The result of this research only the listed positively and significantly influence on banking profitability, if the ownership of stock by company and exchange rate insignificantly not influence on banking profitability.

Study for the effect of share trading days to the daily share returns in Stock Exchange has been carried out most invarious countries. Overseas studies produce consistent findings that the daily share returns results in negative impact on Monday (Monday Effect) and resulting inpositive impact on Friday (Week End Effect). Those effects are called as day of the week effect. The similar studies carried out Indonesia have not obtained consistent findings as similar as overseas including overseas studies make use of Ordinary Least Squares (OLS). Whereas this study does not utilize this approach, as most of the assumptions could not be fulfilled. Technical Approaches dealt with the share returns calculation dominantly affect to the amount of daily share return. These are due to the facts that the irrational factors also used by the investors to do the transactions. Consequently, the demand and supply of the share are also influenced by the behaviour of the investors them elves. Statistical approach used for examining the day effects is Autoregressive Moving Average (ARIMA) Approach. This approach is chosen as there is no hetero scedasticity or there is an existence of stationary data. To examine the difference of share trading day effects to the share returns this study utilizes Analysis of Variance (ANOVA), 244 daily aggregate share price indexes (IHSG) and LQ45 Indexes are used for this study. The findings of this study suggest that (1) all of the share trading days give a positive impact on the share returns, (2) daily aggregate share price indexes (IHSG) do significantly affect the share returns on Thursday and (3) LQ45 Indexes do significantly affect the share returns on Thursday and Friday. These findings imply that the investors should consider the day effects in deciding to be involved in share trading so that they could maximize their future returns.