1. Albanez, T., & Lima, G. (2014). Effect of market timing on the capital structure of Brazilian firms. International Finance Review, 307-351.
2. Alti. (2006). How persistent is the impact of market timing on capital structure? The Journal of Finance, 1681-1710.
3. Baker, & Wugler. (2000). The equity share in new issues and aggregate stock returns. The Journal of Finance, 2219-2257.
4. Baker, M., & Wugler, J. (2002). Market timing and capital structure. The Journal of Finance, 1-32.
5. Brigham, E., & Ehrhardt, M. (2014). Financial Management. Singapore: Cengange learning.
6. Elliot, W. B., Koeter-Kant, J., & Warr, R. (2007). A valuation-based test of market timing. Journal of Corporate Finance, 112-128.
7. Gomes, M. D., Magnani, V. M., Albanez, T., & Valle, M. R. (2019). Effects of market timing on primary sare issues in the Brazilian capital market. North American Journal of Economics and Finance, 361-377.
8. Gujarati. (2003). Basic Econometrics. New York: McGraw Hill.
9. Hartono, J. (2017). Teori portofolio dan analisis investasi. Yogyakarta: BPFE.
10. IDX. (2021, 12 1). Aktivitas pencatatan. Diakses 11 2, 2021, dari idx.co.id: https://www.idx.co.id/ perusahaan-tercatat/aktivitas-pencatatan/
11. Lucas, & McDonald. (1990). Equity issues and stock price dynamics. The Journal of Finance, 1019-1043.
12. Mendes, E. A., Basso, L. F., & Kayo, E. K. (2009). Estrutura de capital e janelas de opotunidade: Testes no mercado brasileiro. Revista de Administracao Mackenzie, 503-526.
13. Ritter, J. R. (1991). The Long-Run Performance of Initial public offerings. The journal of finane.
14. World Federation of Exchange. (2021, Oktober 2). Chart. Diakses Oktober 2, 2021, dari world- exchange.org: https://statistics.world-exchanges.org/ReportGenerator/DataView?aggre gationType=NotApplicable.