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All Journal Al-Kharaj: Journal of Islamic Economic and Business GEMA : Jurnal Gentiaras Manajemen dan Akuntansi
Eka Yulianti
Universitas Jendral Achmad Yani
Economics, Econometrics & Finance

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PENGUJIAN EFISIENSI PASAR BENTUK LEMAH PADA PASAR MODAL INDONESIA PERIODE 2014-2017 Eka Yulianti; Dwi Jayanti
GEMA : Jurnal Gentiaras Manajemen dan Akuntansi Vol 11 No 2 (2019): GEMA : Jurnal Gentiaras Manajemen dan Akuntansi
Publisher : Sekolah Tinggi Ilmu Ekonomi Gentiaras

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47768/gema.v11i2.169

Abstract

Investigate the current consumption of assets for the benefit of the future. The investment canbe done by only one in the capital market which means that the investment is invested in the initialcapital assets. Profit or the same value is aimed at the investor's main interest in investing not releasedfrom risk money. Such risks are inevitably uncertain about information movement in the stock market.Relevant information available can be used as a basis for making decisions when to buy shares orretain holdings of shares. In addition, information can also be a basis for consideration when to releaseshares or not to buy shares at all. This information relates to Efficient Market Hypothesis (HPE) whichcontinues to research in financial markets. One of the forms of the Efficient Market (HPE) hypothesis isthat market efficiency is a weak form that is examined in this study. This market efficiency form isrelated to random walk theory which assumes that past data is not related to present value.
The Effect of Financial Knowledge and Financial Socialization on Financial Well-being of Millennial Investors in Bandung City: The Mediating Role of Financial Behavior Aisyah Ayu Ningrat Wijayanti; Eka Yulianti
Al-Kharaj: Journal of Islamic Economic and Business Vol. 8 No. 3 (2026): All articles in this issue include authors from 3 countries of origin (Indonesi
Publisher : LP2M IAIN Palopo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24256/kharaj.v8i3.12363

Abstract

This study examines the effect of financial knowledge, financial socialization on financial well-being of millennial investors in Bandung, with financial behavior serving as a mediating variable. The research method used was a descriptive associative quantitative method with a survey method using a questionnaire of 100 millennial investor respondents in Bandung. Data analysis was carried out using Partial Least Square-Structural Equation Modelling (PLS-SEM). The results of the study show that financial knowledge and financial socialization have a positive effect on financial well-being, both directly and indirectly through financial behavior as a mediating variable. These findings reinforce the theory of planned behavior which emphasizes the importance of alignment between values, attitudes and behaviors in achieving financial well-being. This study confirms that financial well-being is influenced not only by income levels but also by attitude and behaviors.
Abnormal Return and Trading Volume Activity Analysis of The National Demonstration Event Using the Mean Adjusted Model (a Study Of Lq-45 Index Stocks) Dinda Alia Rahma Dwi Kurnia; Eka Yulianti
Al-Kharaj: Journal of Islamic Economic and Business Vol. 8 No. 4 (2026): All articles in this issue include authors from 3 countries of origin (Indonesi
Publisher : LP2M IAIN Palopo

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This study aims to investigate the Indonesian capital market response to the national demonstration held on August 29, 2025 by examining abnormal return and trading volume activity (TVA) among LQ45 constituent firms listed on the Indonesia Stock Exchange. An event study approach was applied using an 11-trading-day event window, consisting of August 22, 25, 26, 27, and 28, 2025 as the pre-event period (t−5 to t−1), August 29, 2025 as the event date (t0), and September 1, 2, 3, 4, and 8, 2025 as the post-event period (t+1 to t+5). Expected return was estimated through the Mean Adjusted Model using a 30-trading-day estimation period preceding the event window. The analysis employed a one-sample t-test to assess abnormal return during the event window and a paired-sample t-test to compare abnormal return and TVA between the pre-event and post-event periods. The results demonstrate that abnormal return did not reach statistical significance throughout the event window. Furthermore, the pre-event and post-event comparisons revealed no statistically significant differences in either abnormal return or TVA. While negative abnormal return values were observed during the observation period, their magnitude was insufficient to indicate a significant market response. The findings suggest that the national demonstration did not generate sufficiently strong information to induce measurable changes in stock prices or trading activity among LQ45 constituent firms.
Co-Authors Aisyah Ayu Ningrat Wijayanti Dinda Alia Rahma Dwi Kurnia Dwi Jayanti