Theoretical Background and Development of Hypothesis

1734 corrective or repressive action. The release and applications of rules to contain fairness and transparency principles are preventive actions to assure that the principles are implemented. Bapepam also conducts corrective actions such as punishment for public companies which violate the regulation. Further, the punishment can be imposed to company leaders and managers individually or collectively. An example of regulation issued by the Bapepam is Rule No. X.K.1 on Information Disclosure. The regulation states that every public effectively registered company should report the report to Bapepam and the public a decision or event that contain material information or that could possibly influence value of the stock or investor decision, as soon as possible no later than the end of the 2 nd day after the decision or the event occur. Theoretical framework that obliges management to disclose information about the condition of the firm is explained in agency theory. Jensen and Meckling 1976 state that agency relationship exists if there is one or more individuals which called principal authorize the other individual or organization, which called agent, to manage their wealth. The principal, then, will provide facilities to support the work of the agent. Principals also delegate to the agent authorities to make decision with regard to the business and the wealth of the principals. An institution of monitoring and control is mandatory to assure that management acts on the interest of principals, and for that reason a regulatory institution obliges publicly listed firms to file reports about their decisions and about the firm. Fraud, Market Manipulation, and Conflict of Interest Fraud, market manipulation, and conflict of interest are typical unethical and unlawful acts in business that benefit certain parties at the cost of others through unfair transaction. Regulation to prevent fraud, market manipulation, and conflict of interest transaction can be explained using agency theory. Agency relationship is a contract between principals and agents Coase, 1937; Jensen and Meckling, 1976; and Fama and Jensen, 1983. The point from agency relationship is segregation between ownership principal and control management. Principals have expectation that agents will provide a certain level of return for the money they invested. Agency theory tries to answer the problems in agency relationship Eisenhardt, 1989: information asymmetry and different risk preferences, with effective contracting and effective 1735 regulation. Effective contracting and regulation facilitate principals and agents to reduce agency problems. Principal may prevent the conflict of interest by using a good incentive and monitoring system Jensen and Meckling 1976. Agent can also spend a bonding cost at certain circumstances to assure that there is no action against the principal‘s interest, or to assure that principal would give compensation to a beneficial action. However, agents still have a possibility to make decisions that maximize their benefits. The value of money that equal to a reduction of principal‘s prosperity is also a cost for the agency relationship which usually called as a residual loss. Effective contracting and regulation may stimulate other instruments to reduce agency problems and agency costs Jensen and Meckling 1976: the work of market for managerial resources, the work of efficient capital market, and market for corporate control. 310 A manager could be fired and replaced if he or she does not perform. Market for managers can also close the opportunity for bad managers, either bad performers or bad attitudes. The work of efficient capital market can be used as measurement of manager‘s performance through the company stock price, while market for corporate control may threaten weak corporate management by acquisition. In summary, an effective regulation will prevent fraud, market manipulation, and conflict of interest transaction. Contracts and regulation are made to make the relationship capable to explain the items of the tasks of the management in managing the fund from investor. Ideally, they should sign a detailed contract which capable to accommodate all possible situations in the future. However, uncertainties of the future obstruct the making of perfect contract. Considering this situation, investors ought to give residual controlling rights to management, which is, rights to make decisions on certain occasions which have not been accommodate by the contract. Manager has a discretionary right in managing investor‘s fund and managers could do an expropriation of the fund. εanager‘s residual control right provide opportunities for embezzlement, that eventually resulted in disadvantages for investors. 310 Contract and regulation laws are similar in terms that both are agreed items by parties involved in the agreements. The difference is that contract is bound to limited signing parties while regulation is bound to the community members involved in transaction being regulated. Thus regulation is broader laws that contracts. 1736 Expropriation could happen in many forms such as embezzling investor‘s fund, sell compan y‘s product to manager‘s company an example of related party or conflict of interest at lost, and selling other company‘s assets to manager‘s company. The worst form of expropriation is keeping the managerial position although there is lack or not enough competence Shleifer dan Vishny, 1989. Jensen and Ruback 1983 contend that a fact of unqualified managers who defend their position is the most expensive agency problem. Timely Submission of Financial Statement Financial reporting is a medium of communication for company and interested parties or the stakeholders. It contains all information about the company especially company‘s economic resources and measurement of management achievement. The extent of benefit of financial reporting is determined one other things by the timeliness of financial reporting Givoly and Palmon 1λ8β, Schwartz and Soo 1λλ6, and Na‘im β000. The benefit of the financial report decreases as the time passes IAI 2002. Timely financial reporting decreases the asymmetric information Kim dan Verrechia 1994. The timeliness of financial reporting contributes to improve capital market efficiency, it is one of evaluation and pricing tools, one of information resources to prevent insider trading and to reduce leakage of information or rumor in stock market Owusu and Ansah 2000. In Indonesia, the timely financial reporting is regulated in Law no. 81995 about Capital Market and Bapepam rule No.80PM1996 about Submission of Periodic Financial Reporting. Compliance and Non-Compliance Hypotheses Issues about compliance and non-compliances have been examined in social science especially in economics, psychology and sociology research. Compliance is personal, group or organizational behavior to do or not to do something in accordance with rules. Economics studies focus more on rational decision made by individuals to comply or not to comply considering the economic utility Becker 1968. Psychology and sociology literature describe that compliance behavior is determined by internal and external factors Tyler 1990a, 1990b. Internal factor is a will that emerges from nature of individuals, the strength of which would 1737 influence their way of thinking and could control their behavior. External factor is strength from outside individuals which could influence their way of thinking and behavior. Tyler 1990a, 1990b also contends that there are two basic perspectives in sociology literature about law compliances: instrumental and normative perspective. Instrumental perspective assumes that an individual is entirely pushed by self interests and responses toward changes in tangible, incentive, and penalty that related to behavior. Normative perspective assumes that an individual is more oriented to moral values and against their personal interests. Individual tends to obey law that they think it is in accordance and consistent with their internal norms. Normative commitment through morality means that an individual obeys the law because it is thought it is good, whereas normative commitment through legitimacy means that an individual obeys the law because the regulation that constructs the law has the right to control the behavior. This study extends the sociological perspectives of compliance behavior by looking at the behaviors of firms in complying or not-complying the capital market regulation in Indonesia. We posit that financial conditions of the firms may drive the firms to comply or not to comply the regulations. Firms may tend to hide or to delay the release of information due to financial difficulties the firms face. We try to explore the association of financial positions i.e. total asset, total sales, financial distress, profitability, and liquidity with behavior of the firms in complying or not complying to the capital market regulation i.e. the rule of timeliness of financial reporting, information openness, conflict of interest transaction, and fraud and market manipulation. The reason behind this prediction is that management attempts to hinder financial difficulties by non- complying to the regulations. Another reason is that firms tend to comply with the regulation when they are in good financial positions, and when they have effective contracting so that they do not need to violate the laws. This research extends previous studies that focus on information regulation disclosures and timeliness of financial reporting to other regulation such as regulation against conflict of interest transaction and market manipulation. Thus, we hypothesize that larger firm size, lower debt to equity ratio, higher profitability, and higher liquidity are negatively associated with non-complying behavior of the firms. 1738

3. Research Method

Sample and Data The sample of this study is firms that do not comply to capital market regulation with regard to: fraud, market manipulation, information openness, conflict of interest transaction, timeliness of financial reporting Bapepam rule no. kep-80PM1996. Specifically, the sample firms are selected based on the following criteria: a. The firms are listed in Jakarta Stock Exchange. b. The firms are fined due to their non-compliance to capital market rules by Bapepam for the periods of 1999-2001. c. The non-complying firms are coded as dummy variable complying or not complying. d. For comparison, we use randomly selected complying firms that have similarity in industry. The data are collected from Bapepam‘s files and Indonesian Capital εarket Directory of Jakarta Stock Exchange, and Centre of Capital Market Reference Faculty of Economics Gadjah Mada University. Variable Definition and Measures The dependent variable of the model used in this study is compliance or non-compliance behavior of the sample firms. Non-complying firms are identified based on the facts that the firms are being fined due to the non-compliance behavior. The complying firms are identified randomly from complying firms in similar industry. The variable is a dummy variable coded as 1 for non-complying and 0 otherwise. The independent Variables used in this research are firm size, profitability, financial distress, liquidity. The profitability measures firms‘ ability to make returns, and these measures are used: return on investment ROI, return on equity ROE, and profit margin on sales. For the financial distress, this research uses debt to equity ratio DER as a proxy for levels of company‘s financial difficulty; liquidity is measured using current ratio; and firm size is measured based on total asset and total sales. 1739 Statistical Model to Test the Hypotheses The data is analyzed using Binary Logistics regression, since the research has dichotomous response model . The logistic regression test uses Backward Stepwise method Conditional to filter for independent variables, that able the analysis to release unimportant variables one by one to find out the most significant variable. The logistic regression model is as follow: C = + 1 ROI + 2 ROE + 3 Pε + 4 CR + 5 TA + 5 TS + 7 DER + 1 Where, C: Dummy variable, complying 0 or not complying 1 the regulation, ROI: Return on investment = net profittotal assets, ROE: Return on Equity = net profit equity, PM: net profit margin ratio = net profit sale, CR: Current ratio = current assetscurrent liability, DER: Debt to equity ratio = total liabilityequity, TA: Total assets, TS: Total sales, and μ error.

4. Results and Discussion

Descriptive Statistic Sample selection process results in 92 firms consisting of 46 of which are non-complying firms, and the others are complying firms. The non-complying firms and the types of non- compliances are listed in table 1. The number of firms with non-compliances to timeliness rule is the largest 25 firms, while firms with non-compliances on market manipulation is the least 3 firms. There are moderate numbers of firms who do not comply with the rules of conflict of interest 10 firms and transparency 8 firms. Three non-complying firms do not have complete financial data, and thus, the final sample is 92 firms. Detailed list of the sample firms are presented in appendix.