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All Journal Jurnal Bisnis dan Manajemen Jurnal Administrasi Bisnis Journal of Business & Banking Sains: Jurnal Manajemen dan Bisnis Journal of Economic, Bussines and Accounting (COSTING)
Eka Yulianti
Universitas Jenderal Achmad Yani
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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PENGUJIAN EFISIENSI PASAR BENTUK LEMAH PADA PERIODE BULLISH DAN BEARISH DI BURSA EFEK INDONESIA Eka Yulianti; Esi Fitriani Komara
Jurnal Administrasi Bisnis Vol. 16 No. 2 (2020)
Publisher : Business Administration Department - Universitas Katolik Parahyangan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26593/jab.v16i2.4318.163-173

Abstract

Tujuan dari dilakukannya penelitian ini adalah untuk menguji efisiensi pasar bentuk lemah dalam dua kondisi yakni kondisi bullish dan kondisi bearish dimana kondisi tersebut dapat mempengaruhi pertimbangan investor dalam berinvestasi. Selain itu, penelitian ini juga bertujuan untuk membuktikan apakah pola-pola pergerakan saham pada indeks Kompas 100 dapat dijadikan dasar oleh investor untuk memprediksi pergerakan saham di periode berikutnya. Jenis Pendekatan penelitian yang digunakan adalah pendeketan penelitian kuantitatif dengan menggunakan uji statistik parametrikPopulasi yang digunakan adalah seluruh saham yang tergabung dalam kelompok indeks Kompas 100 di Bursa Efek Indonesia selama periode 2018-2019. Berdasarkan hasil pengujian menggunakan dua alat statistik yaitu run test dan korelasi seri dapat disimpulkan bahwa baik pada periode bullish maupun bearish pasar modal Indonesia tidak efisien dalam bentuk lemah. Pada hasil pengujian run pergerakan return adalah tidak berpola random dan hal ini didukung oleh hasil pengujian korelasi seri bahwa terdapat keterkaitan yang erat antara pergerakan saham periode yang satu dengan yang lainnya. Hal ini mengindikasikan bahwa pergerakan saham di masa yang lalu dapat digunakan untuk memprediksi atau meramalkan pergerakan saham di masa yang akan datang.
Penerapan Model Garch Untuk Menguji Efisiensi Pasar Bentuk Lemah Eka Yulianti; Dwi Jayanti
Sains: Jurnal Manajemen dan Bisnis Vol 12, No 2 (2020)
Publisher : FEB Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35448/jmb.v12i2.7235

Abstract

The purpose of this study is to determine whether returns follow a random pattern and test the market efficiency of a weak form using ARCH-GARCH. The population in this study is all shares that are incorporated in the Kompas 100 index group on the Indonesia Stock Exchange with a sample used in this study amounting to 83 shares using purposive sampling technique. The analysis technique used in applying the GARCH model in this study uses the help of the Eviews 8 program software. The results of this study are that the movement of returns follows a random pattern during the 2015-2018 period, the efficient market is in a weak form during the 2015-2018 period, so investors do not can use stock movement data in the past for consideration of investment.
Faktor yang Mempengaruhi Holding Period Saham pada Indeks Kompas 100 Tahun 2015-2018 Yohana Dwi Gita Sirait; Eka Yulianti
Sains: Jurnal Manajemen dan Bisnis Vol 14, No 1 (2021)
Publisher : Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35448/jmb.v14i1.10199

Abstract

This study aims to determine the effect of Bid-Ask Spread, Market Value, Earning Per Share, and Return On Assets Against Stock Holding Period (Study on Kompas 100 Index Shares Listed on Indonesia Stock Exchange in 2015-2018). The approach of the research method used is quantitative with descriptive and associative methods. The population in this study were 114 companies with a sample of 53 companies in order to obtain 212 observational data. The data analysis technique used is panel data regression analysis. The results of this study indicate that partially the bid-ask spread and market value have a positive effect on the holding period of shares, while the earnings per share and return on assets do not affect the holding period of shares. Simultaneously bid-ask spreads, market value, earnings per share, and return on assets affect the holding period of shares.
Analisis reaksi pasar modal terhadap berbagai pengumuman kasus Covid-19 pada fase awal Eka Yulianti; Ifan Wicaksana Siregar; Novi Susyani
Journal of Business & Banking Vol 12, No 1 (2022): Mei - Oktober 2022
Publisher : Universitas Hayam Wuruk Perbanas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14414/jbb.v12i1.2951

Abstract

The capital market is an investment place that is developing quite rapidly today. When investing in the capital market, investors are facing a trade off between return and risk. The purpose of this study is to analyze the reaction of the capital market to news related to the Covid-19 case in the early stages of the pandemic by using an event study, part of the theory of market efficiency. The announcements that were studied were the reactions: 1) Announcement of the initial appearance of Covid-19, 2). WHO announcement has declared Covid19 a global pandemic, 3). Announcement of spike in Covid-19 cases to reach 10,000. This study used stocks that join the LQ45 index as the population. Furthermore, the technique of determining the sample is a saturated sample. The results show that the capital market reacts to the 3 series of events studied. In addition, there is an abnormal return. This shows that the market is working efficiently in a semi-strong form. Furthermore, based on the paired sample T-test, there is no difference in TVA and transaction frequency before and after the event. For companies that are expected to develop strategies to minimize the occurrence of a significant decline in stock prices due to force majeure events. In terms of investors, this research provides information signals to them that force majeure events can affect market performance.
Analisis Reaksi Pasar Modal Asia Tenggara pada Situasi Pandemi Covid-19 Gelombang Dua (Varian Delta) Eka Yulianti; Ifan Wicaksana Siregar; Esi Fitriani Komara
Jurnal Bisnis dan Manajemen Vol 9, No 2 (2022): Jurnal Bisnis dan Manajemen Volume 9 Nomor 2 Tahun 2022
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/jbm.v9i2.8939

Abstract

The objective of this study is to analyze the reaction of Southeast Asian capital markets to the second wave of the Covid-19 pandemic, in this case the Delta Variant. This study uses a quantitative research approach with descriptive analysis and comparative methods. The population in this study is the capital markets of Southeast Asian countries. Furthermore, the sampling technique is non-probability sampling, samples that meet the criteria are the capital markets of Indonesia, Malaysia, Singapore and Thailand. The results showed that based on the one sample T-test, there were abnormal returns in all Southeast Asian countries sampled for the second wave of Covid-19. However, the results show a different response from each country. The countries of Indonesia, Malaysia and Singapore show that investors in the capital markets of these countries can still benefit from positive abnormal returns on investments made as long as they make careful and mature decisions. The positive response at the start of the Delta variant's appearance could be due to investor confidence regarding the government's Covid-19 disaster mitigation. Meanwhile in Thailand, after the event date showed a negative response to the second wave of Covid-19. In addition, the presence of abnormal returns indicates that the market is efficient in the semi-strong form in terms of information in all the countries studied.
PENGARUH GREEN FINANCE DAN KINERJA LINGKUNGAN TERHADAP KINERJA KEUANGAN PADA PERUSAHAAN MANUFAKTUR SUBSEKTOR FOOD & BEVERAGE YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2019-2023 Selly Pramesti; Eka Yulianti
Journal of Economic, Bussines and Accounting (COSTING) Vol. 8 No. 3 (2025): COSTING : Journal of Economic, Bussines and Accounting
Publisher : Institut Penelitian Matematika, Komputer, Keperawatan, Pendidikan dan Ekonomi (IPM2KPE)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31539/costing.v8i3.14351

Abstract

Tujuan dari penelitian ini adalah untuk menguji pengaruh Green Finance yang diukur menggunakan Green Coin Rating dan Kinerja Lingkungan yang diukur berdasarkan penilaian PROPER terhadap Kinerja Keuangan yang diukur menggunakan Return on Assets (ROA) pada Perusahaan Manufaktur Subsektor Food & Beverage yang terdaftar di Bursa Efek Indonesia (BEI) pada periode 2019 sampai dengan tahun 2023. Penelitian ini menggunakan metode kuantitatif. Metode yang digunakan pengambilan data ini yaitu metode Purposive Sampling. Populasi dalam penelitian ini adalah seluruh Perusahaan Manufaktur subsektor Food & Beverage yang terdaftar di Bursa Efek Indonesia (BEI) pada periode 2019-2023 yang berjumlah 47 perusahaan. Jumlah sampel yang digunakan yaitu sebanyak 10 perusahaan dan jumlah yang digunakan sebanyak 50 data. Penelitian ini menggunakan sumber data sekunder yang berasal dari laporan keuangan. Jenis data yang digunakan yaitu data gabungan (pooled data) yaitu time series dan cross sectional. Hasil penelitian menunjukkan bahwa 1) Green Finance berpengaruh positif terhadap kinerja keuangan. 2) Kinerja Lingkungan berpengaruh positif terhadap kinerja keuangan 3) Green Finance dan Kinerja Lingkungan secara simultan berpengaruh terhadap Kinerja Keuangan.
Co-Authors Dwi Jayanti Esi Fitriani Komara Ifan Wicaksana Siregar Novi Susyani Selly Pramesti Yohana Dwi Gita Sirait