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All Journal JDM (Jurnal Dinamika Manajemen) Dinamika Pendidikan Rekayasa: Jurnal Penerapan Teknologi dan Pembelajaran Journal of Indonesian Economy and Business Management Analysis Journal Ekspektra: Jurnal Bisnis & Manajemen Pendas : Jurnah Ilmiah Pendidikan Dasar SELAPARANG: Jurnal Pengabdian Masyarakat Berkemajuan Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship Budimas : Jurnal Pengabdian Masyarakat BISMA (Bisnis dan Manajemen) Management Analysis Journal

Dwi Cahyaningdyah

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Author-ID : 245413

Religion Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Environmental Science Health Professions Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Medicine & Pharmacology Nursing Public Health Social Sciences Other

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The Influence of Representativeness on Investment Decision Through Overconfidence Fitri, Hery Kharisma; Cahyaningdyah, Dwi
Management Analysis Journal Vol 10 No 2 (2021): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v10i2.48890

This study aims to explore the effect of representativeness on investment decisions through overconfidence as an intervening variable on investors from the Faculty of Economics, Universitas Negeri Semarang. The data used in this study is primary data with a survey method using a questionnaire. The research sample was taken using convenience sampling technique with a sample of 115 investors. The sample was then analyzed using the Partial Least Square (PLS) method with the help of the SmartPLS 3.0 application. The empirical results of this study explain that representativeness has no effect on investment decisions, overconfidence has a significant positive effect on investment decisions, representativeness has a significant positive effect on overconfidence, and overconfidence mediates the relationship between representativeness and investment decisions in full mediating.

ANALISIS PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM DI BURSA EFEK INDONESIA : PENGUJIAN MENGGUNAKAN GARCH ( GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY) Cahyaningdyah, Dwi; Faidah, Faridhatun
Ekspektra : Jurnal Bisnis dan Manajemen Vol 1 No 1 (2017)
Publisher : Universitas Dr. Soetomo

Tujuan dari penelitian ini adalah untuk mengetahui pengaruh hari perdagangan terhadap return saham di Bursa Efek Indonesia. Subjek penelitian ini adalah perusahaan-perusahaan dalam indeks LQ45 di Bursa Efek Indonesia. Teknik pengambilan sampel dilakukan dengan metode sampling jenuh. Ditemukan jumlah observasi sebanyak 1.697 observasi data harian harga saham penutupan selama tahun 2007-2015. Analisis data yang digunakan adalah analisis GARCH. Hasil penelitian menunjukkan bahwa ada pengaruh hari perdagangan terhadap return saham di Bursa Efek Indonesia periode 2007-2015 dimana ditemukan return saham yang negatif pada hari Senin (Monday Effect) dan return terbesar yang terjadi pada hari Jumat (Weekend effect). Sementara itu, fenomena week four effect tidak ditemukan pada penelitian ini karena Monday effect tidak hanya digerakkan oleh return negatif yang terjadi pada Senin minggu keempat dan kelima saja namun juga digerakkan oleh return negatif pada Senin minggu kedua dan ketiga. Pada penelitian ini, fenomena bad Friday juga tidak ditemukan karena tidak hanya return negatif hari Jumat saja yang mempengaruhi return negatif hari Senin (Monday Effect) tetapi juga dipengaruhi oleh return positif pada hari umat minggu sebelumnya.

Leverage Deviation and Speed of Adjustment toward Target Leverage: Evidence from Indonesia Stock Exchange Cahyaningdyah, Dwi
JDM (Jurnal Dinamika Manajemen) Vol 12, No 2 (2021): September 2021 (DOAJ Indexed)
Publisher : Department of Management, Faculty of Economics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/jdm.v12i2.29343

The study tested the heterogeneity and asymmetry of adjustment speed between groups of analyzes formed based on the interaction between the direction and distance of deviation from target leverage using two-step partial adjustment model. The results show speed adjustment differences among the analysis groups and the asymmetry of the speed of adjustment where the group deviated far above the target has the highest speed of adjustment and the group deviated near below the target of leverage has the lowest adjustment speed. The group of companies deviated far above the target bear the greatest deviation costs while companies in the group diverged near below the target bear the smallest deviation costs. This result is consistent with expectations that companies bearing the highest deviation costs have the greatest pressure to immediately return to the target leverage so that the speed of adjustment will be high, while companies bearing lower deviation costs do not have greater pressure to immediately return to the target leverage so that the speed adjustment towards the target will be lower.

PENGUATAN SISTEM PENGENDALIAN INTERN (SPI) SEBAGAI UPAYA MEMINIMALISIR PRAKTEK TIDAK SEHAT DALAM TATA KELOLA KEUANGAN KOPERASI Wahyudin, Agus; Cahyaningdyah, Dwi; Baroroh, Niswah
Rekayasa : Jurnal Penerapan Teknologi dan Pembelajaran Vol 12, No 2 (2014): December 2014
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/rekayasa.v12i2.10304

Pengabdian masyarakat ini dilaksanakan di wilayah Semarang, di Dekopinda Semarang dengan peserta para pengurusdan pengawas Koperasi Berskala Besar yang sudah layak untuk diaudit eksternal dengan tujuan sosialisasi pemberdayaan peran serta fungsi pengawas koperasi se kota semarang. Adanya pelatihan ini diharapkan meningkatnya kualitas Sistem Pengendalian Intern (SPI) Koperasi anggota DEkopinda Kota Semarang agar dapat meminimalisir terjadinya kecurangan (fraud) yang terjadi di koperasi. Selain itu dapat meningkatkan kesadaran pengurus bahwa koperasi membutuhkan peran auditor eksternal guna meningkatkan kredibilitas dan akuntabilitas laporan keuangan yang dibuatnya, terkait adanya kepentingan dari para anggota selaku stakeholder utama dalam badan usaha ini, mengingat tidak semua anggota berperan sebagai pengurus. Sosialisasi ini hendaknya diikuti dengan agenda follow up terkait penguatan Sistem Pengendalian Internal (SPI) Koperasi anggota Dekpinda Kota Semarang. Pengabdian ini dilakukan dengan tujuan untuk memberikan pelatihan teknis mengenai peran Sistem Pengendalian Internal (SPI) agar dapat meminimalisir terjadinya kecurangan (fraud0 yang dilakukan oleh top manajer, para pengurus koperasi maupun para pengawas koperasi. Dengan terciptanya SPI yang baik guna memastikan kegiatan operasional perusahaan berjalan dengan baik dan benar, sehingga membantu meningkatkan kredibilitas laporan keuangan dan secara tidak langsung meningkatkan kualitas dari laporan keuangan itu sendiri.

Investor Herding Behavior in Extreme Conditions During Covid-19: Study On Indonesian Stock Market Sadewo, Rizal Abdul Jabbar; Cahyaningdyah, Dwi
Management Analysis Journal Vol 11 No 1 (2022): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v11i1.53484

Herding behavior as a financial behavior bias is defined as the tendency of investors to imitate other decisions without prudent consideration. The aim of this paper is to analyze the effect of investor herding behavior in extreme market conditions during Covid-19 pandemic on the Indonesia Stock Market. The data used in this study is cross-sectional absolute deviation of stock return and market return. The samples included in the research criteria were 80 companies. The samples were analyzed using CCK2000 method and robustness test using Tan 2008 method with help of the Eviews 12 application. The empirical results of this study found the effect of investor herding behavior during extreme conditions of Covid-19 pandemic (general model) and during bearish market period. Meanwhile, no effect of herding behavior was found during bullish market period on the Indonesian Stock Market. Two of the four robustness test models are robust.

ANALISIS PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM: PENGUJIAN WEEK-FOUR EFFECT DAN ROGALSKI EFFECT DI BURSA EFEK JAKARTA Dwi Cahyaningdyah
Journal of Indonesian Economy and Business (JIEB) Vol 20, No 2 (2005): April
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/jieb.6567

The paper investigates the day of the week effect in Jakarta Stock Exchange by using 73active stocks during 2001-2003 period. The findings indicate that there is a day of the week effect in JSX. The highest and the lowest return are observed on Friday and Monday,respectively. Analysis of week-four effect in JSX find this phenomenon does not exist inJakarta Stock Exchange. This study shows that Monday effect occurs not only in the lasttwo weeks (fourth and fifth weeks) but also in the first three weeks.Investigation about relationship between Monday effect and Friday’s return indicatesthat the negative mean return observed on Monday is not only the consequence of negative return occurring in earlier trading session. Futhermore, non-negative return on Friday also contributes to Monday effect. Further investigation shows that Rogalski effect presents in April. Finally, the study shows the Monday’s return is only positive in April.Key words : Monday effect, week-four effect, Rogalski effect.

Analisis January Effect pada Saham Perusahaan LQ-45 di Bursa Efek Indonesia Dwi Cahyaningdyah; Dhany Kurniawan Putra
Jurnal Maksipreneur Vol 2, No 2 (2013)
Publisher : Universitas Proklamasi 45 Yogyakarta

The purpose of this research is to examine about the existence of a January Effect in the Indonesia stock exchange. Research samples used purposive sampling. Sample consists 30 companies based on sampling criteria. Analysis of data used one sample kolmogorov-smirnov to test data normality and to test hypotheses using one sample t-test. The result shows January Effect didn’t exist in Indonesia stock exchange in the period 2011- 2012. This can be seen that although the value of average return in January showed significant but the average return was not the highest, the highest average return was occurred on June.

Analisis Reaksi Pasar Modal Atas Pengumuman Kenaikan BI Rate Tanggal 12 November 2013 Dwi Cahyaningdyah; Nidya Arum Cahyasani
Jurnal Maksipreneur Vol 6, No 2 (2017)
Publisher : Universitas Proklamasi 45 Yogyakarta

The purpose of this study was to analyze differences in the market reaction, as measured by abnormal returns and trading volume activity in the period before and after the announcement of the increase in the BI Rate. This study uses event study research design, observation period were 10 days before and 10 days after the event. The populations in this study were all members of LQ45 companies. The study sample was taken by purposive sampling technique. The method of data collection is the documentation. The variables of this study are the abnormal return and trading volume activity. The analysis used in this study is different test paired sample t-test. Based on the research results, the stock market reaction test showed no significant difference between the average abnormal return before and after the announcement of the increase in the BI Rate. While testing the reaction by using the average trading volume activity indicators showed a significant difference between the periods before and after the announcement of the increase in the BI Rate.

TRADE OFF THEORY DAN KECEPATAN PENYESUAIAN KE ARAH TARGET LEVERAGE (SUATU TINJAUAN TEORITIS DAN EMPIRIS) Dwi Cahyaningdyah
BISMA (Bisnis dan Manajemen) Vol. 9 No. 2 (2017)
Publisher : Universitas Negeri Surabaya

Trade off theory of capital structure predicts that firms have optimal target leverage. However, empirical studies provide evidence that firms capital structure often deviate from the target because of economic shocks. Therefore firm should make adjustment toward target leverage to maintain optimal trade off between cost and benefit of their financing decision.Understanding of adjustment behavior of the firm is key factor to comprehend firms capital structure dynamic. Nevertheless, asan important issue in corporate finance, speed of adjustment estimation still have several problems caused bias and spurious result. Recent studies identified several econometric problems of the model used by previous studies. This paper revisited these problems and provide several alternative solutions from recent studies.

Covid-19 Outbreak and New Normal Policy to The Reaction of The Indonesian Capital Market: An Event Study Analysis Milhah Alfionita; Dwi Cahyaningdyah
Management Analysis Journal Vol 11 No 4 (2022): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v11i4.58533

This study aims to determine whether there is a difference in the average abnormal return on shares of the tourism, hotel, restaurant, transportation, and pharmaceutical sub-sectors before and after the outbreak of the Covid-19 pandemic and the implementation of the new normal policies in Indonesia. This research is quantitative research with an event study approach using a purposive sampling method to determine the number of samples. The study period was limited to 5 days before the event (t-5) and 5 days after the event (t+5). The test tool used in this research is the Wilcoxon signed rank test. The results of this study showed that during the announcement of the Covid-19 pandemic in Indonesia, there was a significant difference in the average abnormal return and no significant difference in the average trading volume activity in the shares of tourism, hotel, restaurant, and the pharmaceutical sub-sector. In addition, there was no significant difference in the average abnormal return and average trading volume activity in the transportation sub-sector shares. Meanwhile, the announcement of the new normal policies showed that there was no significant difference between the average abnormal return and average trading volume activity in the shares of tourism, hotel, restaurant sub-sector, and transportation sub-sector. Moreover, there was a significant difference between the average abnormal return and average trading volume activity in shares of the pharmaceutical sub-sector.

Co-Authors - Ismiyati Agus Wahyudin Ahmad Nidhomulhaq Ali Masyhar Anindya Ardiansari Bayu Bagas Hapsoro, Bayu Bagas Catur Prabowo Dhany Kurniawan Putra Ervina Ratna Ningsih, Ervina Ratna Faidah, Faridhatun Faridhatun Faidah Fitri, Hery Kharisma Irnin Miladdyan Airiq Ismiyati, Ismiyati Kris Brantas Abiprayu Kris Brantas Abiprayu, Kris Brantas M. Iqrar Nusa Bhakti Marliawati, Annisa Milhah Alfionita Najib, Andi Septian Nidya Arum Cahyasani Niswah Baroroh Nurul Kamilia Rini Setyo Witiastuti Sadewo, Rizal Abdul Jabbar Salsabila Nadianisa Maruto Sucihatiningsih Dian Wisika Prajanti Sugiyarta Stanislaus, Sugiyarta Ulya, Laila Listiana Witasari, Okti Wulansari, Rossita Yuli Utanto Yustieana Dian Ressany

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