Article Per Year (5 Year)
p-Index From 2020 - 2025
0.659
P-Index
This Author published in this journals
All Journal JURNAL AKUNTANSI, EKONOMI dan MANAJEMEN BISNIS J-MAS (Jurnal Manajemen dan Sains) Jurnal Bisnis, Manajemen, dan Akuntansi
Tuti Zakiyah
Unknown Affiliation
Economics, Econometrics & Finance Social Sciences

Published : 5 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 5 Documents
Search

 1 
Pemetaan dan Analisis Faktor yang Mempengaruhi Persentase Usaha E-Commerce di Indonesia Wahyuni Windasari; Tuti Zakiyah
JURNAL AKUNTANSI, EKONOMI dan MANAJEMEN BISNIS Vol 9 No 2 (2021): Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis - Desember 2021
Publisher : Politeknik Negeri Batam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30871/jaemb.v9i2.2999

Abstract

The development of technology and information affects the growth of E-Commerce in Indonesia. As a large E-Commerce market in ASEAN, E-Commerce business in Indonesia is still centered in Java and Sumatra. This show that the development of E-Commerce is still not equally. This research discusses whether there is an influence of spatial or territorial factors on the percentage of E-Commerce businesses in Indonesia. The method used is Geographical Weighted Regression (GWR). The results of the analysis classify 34 provinces in Indonesia into five groups based on a significant model, namely (1) Six provinces in Indonesia are significant for economic growth, (2) Nine provinces are significant for expertise in the ICT sector, (3) Two provinces are significant for expertise in the ICT sector and availability of BTS, (4) Three provinces are significant for expertise in ICT and economic growth, (5) Fourteen provinces in Indonesia are not significant for the predictor variables used in this research.
Pengaruh Harga Saham, EPS dan Market Value Terhadap Holding Period Saham Pada Saat Pandemic Covid-19 Anis Rahayu; Tuti Zakiyah; Wahyuni Windasari
Jurnal Bisnis, Manajemen, dan Akuntansi Vol 9 No 2 (2022): Jurnal Bisnis, Manajemen, dan Akuntansi (JBMA) - September
Publisher : Sekolah Tinggi Ilmu Bisnis Kumala Nusa Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (709.82 KB) | DOI: 10.54131/jbma.v9i2.143

Abstract

This research was conducted with the aim to test the effect of stock prices, earnings per share and market value on the holding period of shares at the time of the covid-19 pandemic (on stocks listed in the Jakarta Islamic Index (JII) in 2020). The population in this study are all companies listed in the Jakarta Islamic Index (JII) in 2020. The sample collection technique in this study is using the purposive sampling method. In this study there were 22 samples of companies with a total of 190 trading days so that the total sample was 4,180. The analysis tool used is regression data panel using EViews 9. The results of this study showed that the stock price had a positive effect on the holding period of the stock, this is indicated by a prob value of 0.0000 < 0.05. Earnings per share positively affect the holding period of the stock, this is indicated by the value of the prob. of 0.0402 < 0.05. Market value negatively affects the holding period of the stock, this is indicated by the value of prob. of 0.0000 < 0.05. Variable stock price, earnings per share and market value together affect the holding period of the stock by 48%, while the rest is explained by variables outside the model Keywords: stock holding period, JII
PENGARUH KINERJA KEUANGAN TERHADAP VOLUME PERDAGANGAN MODAL DENGAN EPS SEBAGAI VARIABEL INTERVENING PADA PERUSAHAAN PERAIH BISNIS INDONESIA AWARD Tuti Zakiyah
Jurnal Bisnis, Manajemen, dan Akuntansi Vol 5 No 1 (2018): Jurnal Bisnis, Manajemen, dan Akuntansi (JBMA) - Maret
Publisher : Sekolah Tinggi Ilmu Bisnis Kumala Nusa Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (409.046 KB)

Abstract

The information of capital trading volume would reflect the market reaction toward capital which would be traded by a company. In order to find out the factor affecting share trading volume of a company, investor needs to know the financial work and the achievement reached related with the financial work of the company. The objective of this research is to find out how big the effect of current ratio, return on asset, debt to equity ratio toward trading volume activity is by analizing the value of earning per share as reference before investing. This research is a causal verficative descriptive or cause and effect. The population of the research is the bisnis indonesia award winner year 2013 - 2017. The sampling technique of the research uses purposive sampling method with 35 companies by using cross section technique. Thedata collected are secondary data.The result of the research shows that current ratio, return on asset, debt to equity ratio have unsignificant effect toward earning per share. Partially, the variable of current ratio and return on asset has significant effect toward trading volume activity with significant level of 0.000 and 0.011< 0.005. On the other hand, the variable of debt to equity ratio has unsignificant effect toward trading volume activity. As exogen variable (Y1) or earning per share has unsignificant effect toward trading volume activity, (Y2) is endogen variable. The value of determinant coefficient in the total calculation of exogen variable effect toward trading volume activity is 47,9%.
PERUBAHAN LABA : KINERJA KEUANGAN DAN FIRM SIZE SEBAGAI ANTENSEDE Tuti Zakiyah
Jurnal Bisnis, Manajemen, dan Akuntansi Vol 6 No 2 (2019): Jurnal Bisnis Manajemen dan Akuntansi - September
Publisher : Sekolah Tinggi Ilmu Bisnis Kumala Nusa Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (695.592 KB)

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh kinerja keuangan dan firm size terhadap perubahan laba. Variabel perubahan laba diproksikan dengan rumus Laba Tahun Sekarang dikurangi Laba Tahun Sebelumnya Dibagi Laba Tahun Sebelumnya, kinerja keuangan diproksikan dengan rasio keuangan (likuiditas diproksikan dengan Current Ratio (CR), solvabilitas diproksikan dengan Debt to Equity Ratio (DER), profitabilitas diproksikan dengan Gross Profit Margin (GPM) dan firm size diproksikan dengan menggunakan rumus Ln (Total Aset). Populasi dalam penelitian ini adalah perusahaan property dan real estate yang terdaftar di Bursa Efek Indonesia (BEI) pada tahun 2014-2018 sebanyak 48 perusahaan. Sampel diperoleh dengan metode purposive sampling. Metode yang digunakan adalah metode kuantitatif. Analisis data menggunakan analisis regresi linier berganda dengan program SPSS 22. Hasil penelitian menunjukan bahwa current ratio (CR) tidak berpengaruh terhadap perubahan laba, debt to equity ratio (DER) tidak berpengaruh terhadap perubahan laba, gross profit margin (GPM) berpengaruh terhadap perubahan laba, dan firm size tidak berpengaruh terhadap perubahan laba.
Analisis Contagius Effect Menggunakan Garch Model: Bukti dari Asia Tenggara Tuti Zakiyah; Arya Samudra Mahardhika
J-MAS (Jurnal Manajemen dan Sains) Vol 8, No 1 (2023): April
Publisher : Universitas Batanghari

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33087/jmas.v8i1.1020

Abstract

This study aims to investigate the impact of the dynamic relationship dynamics during the Covid-19 pandemic between gold prices, oil prices and stock returns in Asean-5 countries related to the contatagion effect theory with evidence using GARCH Models analysis. The types of samples in this study are saturated samples, namely Gold prices, Oil prices, Composite Stock Price Index (Indonesia) JCI, Kuala Lumpur Composite Index/KLCI (Malaysia), Straits Times Singapore (STI), Securities Exchange of Thailand Index/SETI (Thailand). ), and the Philippine Stock Exchange/PSE (Philippines), during the Covid-19 pandemic, from March 11, 2020 to October 30, 2021, totaling 430 samples. The analytical technique used in applying the GARCH model in this study uses the Eviews 10 software program, with the results for the gold dependent variable the results state that the Indonesian Composite Stock Index (IHSG), Kuala Lumpur Composite Index (KLCI), STI (Singapore), Securities Exchange Thailand Index/SETI (Thailand), and Philippine Stock Exchange/PSE (Philippines), have a consistent relationship with the price of Gold, the contingent theory of effects is proven to occur in 5 countries in the sample. As for the dependent variable oil, the results state that the price of the oil price variable is only the theory of contingent effects, which has been proven to occur in 4 countries and has not been proven to occur in the Kuala Lumpur Composite Index (KLCI) Malaysia.
Co-Authors Anis Rahayu Mahardhika, Arya Samudra Wahyuni Windasari Windasari, Wahyuni