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All Journal Sains: Jurnal Manajemen dan Bisnis Journal of Economic, Bussines and Accounting (COSTING) Journal of Ekonomics, Finance, and Management Studies
Dwi Jayanti
Universitas Jenderal Achmad Yani
Religion Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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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.
Pengaruh Environmental Social Governance (ESG) Dan Dividend Payout Ratio (DPR) Terhadap Return Saham (Studi Kasus Pada Perusahaan Yang Terdaftar Pada Idxesgl BEI Periode Tahun 2020-2022) Siti Ropiah; Dwi Jayanti
Journal of Economic, Bussines and Accounting (COSTING) Vol 7 No 4 (2024): Journal of Economic, Bussines and Accounting (COSTING)
Publisher : Institut Penelitian Matematika, Komputer, Keperawatan, Pendidikan dan Ekonomi (IPM2KPE)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31539/costing.v7i4.9054

Abstract

Penelitian ini menjalani evaluasi terhadap dampak environmental social governance (ESG) dan dividen payout ratio terhadap return saham pada perusahaan yang terdaftar dalam indeks ESG Leaders selama periode 2020-2022. Setelah menganalisis data dan menyajikan teori pada bab sebelumnya, dapat disimpulkan bahwa kondisi ESG pada perusahaan yang terdaftar dalam indeks ESG Leaders selama periode tersebut menunjukkan keadaan yang baik. Demikian pula, dividen payout ratio pada perusahaan yang sama juga berada dalam kondisi baik. Meskipun begitu, return saham pada perusahaan tersebut menunjukkan keadaan yang kurang baik. Hasil pengujian hipotesis menunjukkan bahwa baik environmental social governance (ESG) maupun dividen payout ratio (DPR) tidak memiliki pengaruh signifikan terhadap return saham secara individual. Secara bersama-sama, ESG dan DPR juga tidak memberikan dampak signifikan terhadap return saham pada perusahaan yang terdaftar dalam indeks ESG Leaders selama periode 2020-2022. Keseluruhan, meskipun ESG dan dividen payout ratio berada dalam kondisi baik, keduanya tidak secara signifikan memengaruhi return saham pada perusahaan yang terdaftar dalam indeks ESG Leaders baik secara individu maupun bersama-sama.
The Influence of Good Corporate Governance and Environmental Management Systems on ESG Risk Ratings: An Empirical Study of LQ45 Companies in Indonesia Astria Putri Santosa; Dwi Jayanti
El-Mal: Jurnal Kajian Ekonomi & Bisnis Islam Vol. 6 No. 11 (2025): El-Mal: Jurnal Kajian Ekonomi & Bisnis Islam
Publisher : Intitut Agama Islam Nasional Laa Roiba Bogor

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47467/elmal.v6i11.9544

Abstract

This study critically examines the influence of Good Corporate Governance (GCG) and Environmental Management Systems (EMS) on Environmental, Social, and Governance (ESG) Risk Rating in LQ45 companies listed on the Indonesia Stock Exchange during the 2021–2024 period. Elevated ESG Risk Ratings in several firms highlight ongoing challenges in managing sustainability-related risks, suggesting the need for more effective governance and environmental strategies. Using purposive sampling, a total of 9 companies were selected, yielding 36 observations. Data analysis was conducted through multiple linear regression using IBM SPSS Statistics 27. The findings indicate that GCG has a significant negative effect on ESG Risk Rating, implying that stronger governance practices contribute to lower ESG risk exposure. In contrast, EMS shows no significant effect. Nonetheless, both variables, when assessed simultaneously, exhibit a significant joint influence on ESG Risk Rating, underscoring their combined relevance in shaping corporate sustainability risk profiles.
Co-Authors Astria Putri Santosa Eka Yulianti Siti Ropiah