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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Pendidikan Ekonomi & Bisnis Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan Jurnal Aplikasi Statistika & Komputasi Statistik Journal of Mathematics, Computation and Statistics (JMATHCOS)
Valentika, Nina
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Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Mathematics Mechanical Engineering Physics Social Sciences Transportation

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Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

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Faktor-Faktor yang Mempengaruhi Risiko Saham dengan Menggunakan Regresi Logistik Ordinal Valentika, Nina; Sumertajaya, I Made; Azis, Irfani; Nunung Kusdaniyama
Journal of Mathematics, Computations and Statistics Vol. 7 No. 1 (2024): Volume 07 Nomor 01 (April 2024)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v7i1.1962

Abstract

Abstrak. Tujuan dalam penelitian ini adalah untuk mengetahui kategori risiko pada saham dengan menggunakan beta saham, serta membandingkan model regresi logistik ordinal tanpa efek interaksi dan dengan efek interaksi untuk mengetahui faktor-faktor yang mempengaruhi risiko saham. Hasil penelitian yang diperoleh adalah model terbaik yang diperoleh adalah Untuk rendah|sama Untuk sama|tinggi Ukuran dari koefisien determinasi (R-Square) yang digunakan dalam pengujian kebaikan model adalah Negelkerke yaitu sebesar 66,80%. Variabel yang berpengaruh terhadap risiko saham adalah return pada taraf nyata 10%.
Perbandingan Regresi Data Panel Variabel Perdagangan berdasarkan Periode Data Selama Pandemi Covid-19 Valentika, Nina; Sumertajaya, I Made; Kusdaniyama, Nunung; Sunardi
Journal of Mathematics, Computations and Statistics Vol. 6 No. 1 (2023): Volume 06 Nomor 01 (April 2023)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

The purpose of this study is to model the effect of returns and trading volume on the bid-ask spread using monthly and annual data during the Covid-19 Pandemic, as well as compare the panel data regression model to see the effect of returns and trading volume on the bid-ask spread based on monthly data periods and annually during the Covid-19 Pandemic. The results showed that the best model for monthly and annual data during the Covid-19 Pandemic was a random effect data model with individual effects or cross sections. In the random effect data model with individual effects or cross-section for monthly data, it is found that volume has a significant effect on the bid-ask spread at a significant level of 5%. Meanwhile, for annual data, it is found that returns have a significant effect on the bid-ask spread at a significant level of 5%. The best model based on monthly and annual data periods is the random effects data model with individual effects or cross sections using annual data.
Co-Authors Agusyarif Rezka Nuha Azis, Irfani Bagus Sartono Chasanah, Sri Istiyarti Uswatun Harahap, Irwan Leo Putra I Made Sumertajaya Ilmadi, Ilmadi Kusdaniyama, Nunung La Ode Nashar Maulidi, Ikhsan Nunung Kusdaniyama Nursyirwan, Vivi Iswanti Purwana E.S., Dedi Rahman, Gusti Arviana Sunardi Syarif Abdullah Syazali, Muhammad Usep Suhud Vina Apriliani Wibowo, Bonno Andri