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Journal : IQTISHODUNA

PERBEDAAN LABA USAHA UNIT DAN NON PERFORMING LOAN DI BRI UNIT PORONG SEBELUM DAN SESUDAH BENCANA LUMPUR LAPINDO Istanti, Lulu Nurul
IQTISHODUNA IQTISHODUNA (Vol 4, No 2
Publisher : Fakultas Ekonomi, UIN Maliki Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (288.493 KB) | DOI: 10.18860/iq.v3i2.253

Abstract

The aims of this study are to analyze the performance of the Bank Rakyat Indonesia Unit Porong before and after the lapindo hot mudflow disaster. The result of the study could be useful for those who are concerned with the profitability and liquidity of the bank.The study involved Bank Rakyat Indonesia Unit Porong using purposive sample sampling method. The researcher also collected the monthly financial report of the sampling from February 2005 trough Augustus 2007A number of statistical roles were used for data analysis including the data normality test and paired sample t-test. Result indicated that all variables are normally distributed. The paired sample t-test suggested that while significant difference exists in the Laba Usaha Unit between the two periods. There was no significant difference in the Non Performing Loans between the two periods.
ANALISIS PERBEDAAN ABNORMAL RETURN DAN TRADING VOLUME ACTIVITY SAHAM SEBELUM DAN SESUDAH PERISTIWA GEMPA DI YOGYAKARTA TANGGAL 27 MEI 2006 (Sudi Kasus pada Perusahaan Asuransi Terdaftar di Bursa Efek Jakarta) Istanti, SE., MM.,, Lulu Nurul
IQTISHODUNA IQTISHODUNA (Vol 3, No 2
Publisher : Fakultas Ekonomi, UIN Maliki Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (262.455 KB) | DOI: 10.18860/iq.v2i2.227

Abstract

This research presents an empirical analysis of difference between abnormal return and trading volume activity before and after earths-quake, in Yogyakarta at May 27, 2006. And examine its statistical properties. This research argues that there was difference between abnormal return and trading volume activity before and after quake. For this purpose, the mean difference test, using t-test, was applied to compare the mean value of abnormal return and trading volume activity before and after quake. The sample of this research consists of the insurance firms listed at the Jakarta Stock Exchange. Investigation on the sample firms involved periods of ten days before quake and ten days after quake. The results of this research indicate that there was no significant difference between the abnormal return and trading volume activity before and after quake. This evidence confirms that even did not positively influence abnormal return and trading volume activity as suggested theoretically. Â