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All Journal Tibuana : Journal of Applied Industrial Engineering Aptisi Transactions on Technopreneurship (ATT)
Rabbani, Latof Syeikhur
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Humanities Computer Science & IT Economics, Econometrics & Finance Education Social Sciences

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Identification Of Risk Events And Risk Agents In Goods Hoarding At The Port Using Fishbone Diagram Maharani, Aditya; Rabbani, Latof Syeikhur
Tibuana Vol 3 No 01 (2020): Tibuana Vol.3 No.1 Tahun 2020
Publisher : UNIPA PRESS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36456/tibuana.3.01.2197.24-29

Abstract

X is a loading and unloading company (Perusahaan BongkarMuat/ PBM) which operates in the Port of Tanjung Perak, Surabaya. In 2018, the PBM experienced a hoarding of 65,698 tons of wirerod so the company had to issue a hoarding rate of Rp. 147,820,500. The fishbone diagram method is used to look for risk events and risk agents. From three main problems of goods hoarding, it is obtained the results of identification of risk events and risk agents, there are 17 risk events and 30 risk agents identified as triggers for the hoarding of goods at the port.
Study of Comparison of Stock Performance Before And After Doing Split Stock In Go Public Companies That Are Listing on The Idx Period 2013 – 2015 Yuniati, R.A. Norromadani; Agatha Putri, Mirza Safitri; Rabbani, Latof Syeikhur
Aptisi Transactions On Technopreneurship (ATT) Vol 2 No 1 (2020): March
Publisher : Pandawan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34306/att.v2i1.48

Abstract

This study aims to determine the difference in abnormal return, trading volume activity, and security return variability before and after the stock split announcement on companies listed on the Indonesia Stock Exchange for the period 2013 - 2015. Testing the information content will be done by looking at differences in average abnormal return, average security return variability and average trading volume activity five days before and five days after the announcement of the stock split. The data analysis method that will be used is descriptive statistical analysis and different tests before and after the stock split announcement using the Wilcoxon signed rank test. The results of this study indicate that there are significant abnormal return differences before and after the stock split announcement, there is no significant difference in trading volume activity before and after the stock split announcement, and there is no significant difference in security return variability before and after the stock split announcement.
Co-Authors Agatha Putri, Mirza Safitri Maharani, Aditya Yuniati, R.A. Norromadani