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All Journal Jurnal Siasat Bisnis Jurnal Keuangan dan Perbankan JDM (Jurnal Dinamika Manajemen) JAM : Jurnal Aplikasi Manajemen Jurnal Maneksi (Management Ekonomi Dan Akuntansi) EBSJ Journal of Dedicators Community eCo-Buss Kordinat : Jurnal Komunikasi antar Perguruan Tinggi Agama Islam Jurnal Akuntansi, Manajemen dan Ilmu Ekonomi (JASMIEN) Munaddhomah: Jurnal Manajemen Pendidikan Islam International Journal of Management Science and Information Technology (IJMSIT) eCo-Fin Cerdika: Jurnal Ilmiah Indonesia Neraca: Jurnal Ekonomi, Manajemen dan Akuntansi VISA: Journal of Vision and Ideas PESHUM

Ibnu Khajar

Fakultas Ekonomi Universitas Islam Sultan Agung (UNISSULA) Semarang - Indonesia

Author-ID : 297954

Religion Arts Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Health Professions Languange, Linguistic, Communication & Media Public Health Social Sciences Other

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ANALISIS STOCK SPLIT TERHADAP HARGA SAHAM DAN VOLUME PERDAGANGAN SAHAM INDEK LQ-45 PERIODE 2010 - 2016 ibnu khajar
Jurnal Keuangan dan Perbankan Vol 20, No 3 (2016): September 2016
Publisher : University of Merdeka Malang

Pemecahan saham bukan masalah yang baru untuk Bursa Efek Indonesia, terbukti sejak periode 2010 hingga saat ini tidak kurang dari 66 emiten telah melakukan pemecahan saham baik stock split (pemecahan saham) ataupun stock reverse (penggabungan saham). Banyak pendapat bahwa stock split hanya kosmetik karena tidak ada perubahan aliran kas yang masuk ke perusahaan serta manfaat dan keunggulan bagi para pemegang saham. Banyak kontroversi hasil penelitian terkait pengaruh aksi korporasi ini terhadap nilai perusahaan dan volume perdagangan saham. Penelitian ini bertujuan menguji pengaruh stock split terhadap harga saham dan volume perdagangan saham. Empat emiten dari perusahaan yang tergabung dalam Index LQ45 Bursa Efek Indonesia dijadikan sampel dan dengan bantuan metode analisis statistic one sample t-tes danp paired Sampel t-test terbukti secara empiris bahwa pasca aksi korporasi pemecahan saham berpengaruh positip terhadap harga saham akan tetapi berpengaruh negatip terhadap volume perdagangan saham. Key Words: stock split, stock reverse, one sample t-tes, paired Sampel t-test

EFISIENSI PASAR MODAL SYARIAH INDONESIA SEBELUM DAN SESUDAH KRISIS FINANSIAL GLOBAL 2008 Ibnu Khajar
Jurnal Keuangan dan Perbankan Vol 16, No 1 (2012): January 2012
Publisher : University of Merdeka Malang

Efficient markets could be classified into three forms: weak, semistrong, and strong. Weak-form efficiency suggestedthat security prices reflected all trade-related information, such as historical security price movements andvolume of securities trades, so they did not relate to current price and volume. In other words historical pricemovements was independent or random over time. Thus, test of weak-form efficiency related to random walktheory. This research had two objectives. The first objective was to analyze whether Indonesian capital market wasefficient (weak-form). The second one was to analyze increasing efficient market in two different periods. Thestudy was carried out on the 6 stocks in the Jakarta Islamic Indexs (JII), based on before, while, and after globalfinancial crisis 2008. The first objective was analyzed by using run test. The result showed that most stocks wererandom in three (before, while, and after) different periods. The second one was analyzed by searching number ofstocks that were random in the three periods. The result showed there was decreasing weak-form efficiency intheperiod before and while crisis and increasing in the period before and after global financial crisis 2008.

STRATEGI AKTIF PASIF DALAM OPTIMALISASI PORTOFOLIO SAHAM INDEKS LQ-45 Ibnu Khajar
Jurnal Keuangan dan Perbankan Vol 15, No 2 (2011): May 2011
Publisher : University of Merdeka Malang

The objective of investors to invest their money in the stock exchange was to maximize return although theywere subject to constraints, primarily risk. Return was the motivating force in the investment process. It was thereward for undertaking the investment. To overcome and lesson the risk, an investor needed to make diversificationthrough the formation of portfolio. The aim of this research was to know the return and risk from theactive and passive strategy in the stocks of LQ45, for 6 months periods, August 2009 until January 2010. Theactive strategy used the single index model and passive used the LQ45 share itself. The results of this researchindicated that active strategy (single index model): return portfolio was 5.43% and risk was 4.03%. Passivestrategy (following the index): return portfolio was 2% and risk was 3.5% and there was a linear relationshipbetween an assets risk and its required rate of return, the bigger the amount of return, the bigger the risk takenby investors or the reverse. The finding showed that between the two strategies, the return and risk of activestrategy as a whole was bigger than that of the passive strategy.

Co-Authors Ahmad Hijri Alfian Ahmadi, Hanif Amalina, Afrina Atha Arini Novandalina Baskoro Putra, Angga Dwi Bedjo Santoso Kadri Budhi Cahyono Daynestrie, Cindy Yosan Dharmawan, Agam Dina Lusianti Fitrianingtum , Agustina Harjono, La Hartono, H Sri Heru Sulistyo Ismiatun, Ismiatun Kurniyati, Etiek Lutfi Nurcholis Marno Nugroho Maulidana, Syahrul Rizal Mulya Noviana, Nana Mulyana Mulyana Mutamimah Mutamimah Nunung Ghoniyah Nurhidayati Nurhidayati Nurkolis, Lutfi Putra, Angga Dwi Baskoro Rofiqoh, Lela Setiyaningsih, Nurul Sigit Prasetyo Subiyanti, Eny Syaharani, Nila Rahmi Tyasmiyati, Tery Widodo Widodo Wiga Prasetya, Akbar Yusoff, Rushami

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