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All Journal Jurnal Ilmu Sosial dan Humaniora eJEBA
N. Nurhayati
Jurusan Manajemen, Fakultas Ekonomi Dan Bisnis, Universitas Jember
Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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Pengaruh Kurs, Suku Bunga BI, Indeks STI, Indeks KLSE dan Indeks MC Terhadap Indeks Harga Saham Gabungan Di BEI Periode September 2014-Desember2015 Melisa Puspita Dewi; Nurhayati Nurhayati; Hadi Paramu
e-Journal Ekonomi Bisnis dan Akuntansi Vol. 5 No. 2 (2018): e-JEBA Volume 5 Nomor 2 Tahun 2018
Publisher : UPT Penerbitan Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/ejeba.v5i2.8681

Abstract

The aims of this research are to analyze the influence of Strait Times Index, Kuala Lumpur Stock Exchange index, and Manila Composite index on strengthening or weakening relation of exchange rate and BI rate against Jakarta Composite Index from September 2014-December 2015. This research used secondary data and a quantitative research . The type of research used is explanatory research ,the population are stock price indices in Bursa Efek Indonesia and sample used is Jakarta Composite Index which shows daily prices fluctuation of all stocks. Analysis methode used is moderated regression analysis. The results showed Strait Times Index able to strengthen exchange rate with Jakarta Composite Index and unable to strengthen BI rate with Jakarta Composite Index, Kuala Lumpur Stock Exchange index able to strengthen exchange rate and BI rate with Jakarta Composite Index, last Manila Composite index unable to strengthen exchange rate with Jakarta Composite Index and able to strengthen BI rate with Jakarta Composite Index. Keywords: Strait Times Index, Kuala Lumpur Stock Exchange, Manila Composite, Indeks Harga Saham Gabungan, Moderated Regression Analysis.
Analisis Perbandingan Model Prediksi Kebangkrutan Altman Z-Score dan Zmijewski di BEI Periode 2011 - 2015 Nindya Ayu Damayanti; N. Nurhayati; Susanti Prasetyaningtyas
e-Journal Ekonomi Bisnis dan Akuntansi Vol. 6 No. 2 (2019): e-JEBA Volume 6 Nomor 2 Tahun 2019
Publisher : UPT Penerbitan Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/ejeba.v6i2.11165

Abstract

This study aimed to compare the use of bankruptcy prediction model Altman Z-Score and Zmijewski on delisting companies on the Stock Exchange the period 2011 - 2015. The study population is a company delisting from the Stock Exchange in the period 2011-2015. The sample consists of 7 companies using method. purposive sampling Secondary data used in the form of financial statements of companies that issued from stock for bankruptcy in the period 2011-2015. The data analysis in this research is to perform the calculation of financial ratios in each sample, according to the variables of bankruptcy prediction model were compared to the model of Altman Z-Score and Zmijewski. Furthermore, the company classifies conditions appropriate point cut-off of each model and did calculations the accuracy of each model. Keywords: Altman Z-Score, Delisting, Bankruptcy, Zmijewski.
Co-Authors Hadi Paramu Melisa Puspita Dewi Murwanti Murwanti Nindya Ayu Damayanti Susanti Prasetyaningtyas Yulinartati Yulinartati