https://advancesinresearch.id/index.php/AMAR <p>Advances in Managerial Auditing Research is a double-anonymous peer-reviewed journal published by the Yayasan Pendidikan Bukhari Dwi Muslim. Published three times a year, in January, May, and September, with E-ISSN <a href="https://issn.perpusnas.go.id/terbit/detail/20230131481562403">2985-7546</a>. This journal engages in a double-anonymous peer review process, which strives to match the expertise of a reviewer with the submitted manuscript. The submitted manuscript is first reviewed by an <a href="https://advancesinresearch.id/index.php/AMAR/Editorial_Team">editor</a>. It will be evaluated in the office, whether it is suitable for Advances in Managerial Auditing Research <a href="https://advancesinresearch.id/index.php/AMAR/Aims_Scope">aims and scope</a> or has a major methodological flaw and similarity score by using <a href="https://www.turnitin.com/">Turnitin</a>, the minimum number and age of <a href="https://apastyle.apa.org/instructional-aids/reference-examples.pdf">references</a> that we require, <a href="https://docs.google.com/document/d/1_bzCmXdxhQcws0SYKFVb-1l1nSLr1t8T/edit?usp=sharing&amp;ouid=116465442174740758191&amp;rtpof=true&amp;sd=true">template</a> suitability. The manuscript will be sent to at least two anonymous reviewers (<a href="https://advancesinresearch.id/index.php/AMAR/Peer_Reviewer_Models">Double Blind Review</a>). <a href="https://advancesinresearch.id/index.php/AMAR/Reviewers">Reviewers</a>' comments are then sent to the corresponding author by the editor for necessary actions and responses. The suggested decision will be evaluated in an editorial board meeting. Afterwards, the editor will send the final decision to the corresponding author. All articles published in Advances in Managerial Auditing Research are published <a href="https://www.openaccess.nl/en/about-open-access/what-is-open-access">Open Access</a> under a <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" rel="noopener">CC BY 4.0 license.</a></p> en-US editor@advancesinresearch.id (Chief Editor) advancesresearch@gmail.com (Managing Editor) Wed, 08 Jul 2026 14:58:34 +0700 OJS 3.3.0.10 http://blogs.law.harvard.edu/tech/rss 60 https://advancesinresearch.id/index.php/AMAR/article/view/927 <p><strong>Purpose:</strong> This study aims to analyze the effects of liquidity, volatility, and trading volume on stock returns for companies listed on the Indonesia Stock Exchange during the 2021–2023 period.</p> <p><strong>Research Method:</strong> This study employs a quantitative approach with an explanatory causal design. Secondary data in the form of panel data were obtained from the Indonesia Stock Exchange and Yahoo Finance. The sample was selected using purposive sampling and analyzed using descriptive statistics, classical assumption tests, multiple linear regression, the t-test, the F-test, and the coefficient of determination.</p> <p><strong>Results and Discussion:</strong> The results of the study indicate that liquidity has a significant positive effect on stock returns, volatility has a significant negative effect, and trading volume has a significant negative effect. Taken together, these three variables have a significant effect on stock returns, explaining 82.1% of the variance.</p> <p><strong>Implications:</strong> These findings can serve as a basis for investors and companies when making investment decisions.</p> <p><strong>Originality:</strong> This study provides empirical evidence on the simultaneous effects of liquidity, volatility, and trading volume on stock returns during the post-pandemic period in Indonesia.</p> Khatmi Tamtami Nisa, Mariani Salle Pasulu, Muhammad Nurwahyudi, Aini Indrijawati, Syamsuddin Syamsuddin Copyright (c) 2026 Khatmi Tamtami Nisa, Mariani Salle Pasulu, Muhammad Nurwahyudi, Aini Indrijawati, Syamsuddin Syamsuddin https://creativecommons.org/licenses/by/4.0 https://advancesinresearch.id/index.php/AMAR/article/view/927 Tue, 30 Jun 2026 00:00:00 +0700