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All Journal MODUS-Jurnal Ekonomi dan Bisnis Jurnal Equity Jurnal Manajemen, Bisnis dan Organisasi (JUMBO)
Fikri Irfan Adristi
Universitas Islam Indonesia
Religion Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education

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The Effect of Covid-19 Pandemic on the Performance of Islamic Bank in Indonesia Sutrisno Sutrisno; Bagus Panuntun; Fikri Irfan Adristi
EQUITY Vol 23, No 2 (2020): EQUITY
Publisher : Fakultas Ekonomi dan Bisnis UPN "Veteran" Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34209/equ.v23i2.2245

Abstract

The Corona Virus Diseases (Covid-19) pandemic that hit the world resulted in a decline in the performance of most companies, including reducing the performance of the world economy. The pandemic has changed human behavior so that it needs adaptation to new habits. Banking as a business group was also affected because the decline in company performance had an effect on the decline in banks, including Islamic banks. The purpose of this study is to examine the impact of the Covid-19 pandemic on the performance of Islamic banks in Indonesia. The performance of Islamic bank consist of capital adequacy ratio (CAR), non-performing financing (NPF), profitability as measured by return on assets (ROA), return on equity (ROE), and net operating margin (NOM)., operating expenses to operating income ratio (OEIR) and financing to deposit ratio (FDR). The population in this study were 13 Islamic commercial banks operating in Indonesia. From this population 12 banks were taken as samples and one bank was not taken because the data were incomplete. The data is taken quarterly, namely 4 quarters before the pandemic and 3 quarters during the pandemic. To test the hypothesis, the independent sample t-test was used. The results showed that the profitability as measured by ROE and NOM has a significant effect, as well as the financing to deposit ratio is also significantly different. Meanwhile, CAR, NPF, ROA, and OEIR were not affected by the Covid-19 pandemic
SKANDAL GAMESTOP: SEBUAH ANALISIS DESKRIPTIF & SOLUSI PENCEGAHAN DARI PERSPEKTIF EKONOMI POLITIK INVESTASI Sutrisno Sutrisno; Bagus Panuntun; Fikri Irfan Adristi
Jurnal Manajemen, Bisnis dan Organisasi (JUMBO) Vol 5, No 2 (2021): Jurnal Jumbo Vol. 5 No.2
Publisher : Pascasarjana Universitas Halu Oleo

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (619.332 KB) | DOI: 10.33772/jumbo.v5i2.20387

Abstract

GameStop Corp's financial scandal has rocked the world with enormous price increases caused by manipulation of information. This study aims to dissect, examine, and analyze prevention solutions from the financial scandal case. This research is a qualitative research with a descriptive approach. The research data were taken from the media, online newspapers, and several other relevant sources. The data analysis technique used in this study is the Miles and Huberman Model Data Analysis Technique. GameStop Corp.'s financial scandal case. is a financial scandal in the form of fraud and pump and dump behavior/asset price manipulation. A solution is needed to prevent cases of financial/corruption scandals with the main scheme through pump and dump behavior/asset price manipulation. Solutions to prevent pump and dump behavior/asset price manipulation include limiting predatory short sales on assets due to excess, especially “naked” short selling.
PANDEMIC IMPACT OF COVID-19 ON THE STOCK MARKET INDEX AND RETURN OF STOCK MARKET INDEX (EVENT STUDY ON STOCK MARKET INDEX IN ASEAN EXCHANGE) Sutrisno Sutrisno; Bagus Panuntun; Fikri Irfan Adristi
Modus Vol. 33 No. 1 (2021): MODUS
Publisher : Faculty of Business and Economics Universitas Atma Jaya Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/modus.v33i1.4068

Abstract

ABSTRACT The purpose of this study is to examine the impact of COVID-19 on six stock market indexes of countries listed on ASEAN Exchanges and three stock market indexes of countries listed on ASEAN Exchanges which have sectoral index of consumer products and property. The variables used in this study were the Coronavirus Disease 2019 (COVID-19) pandemic event; price and return of the six stock market indexes. The sample data in this study were measured based on the entire study period, before the date of the first confirmed case of COVID-19, and after the date of the first confirmed case of COVID-19. The population in this study is all stock market indexes of countries as well as all those that have sectoral index of consumer products and property in ASEAN Exchanges. This study was a population study conducted in the period of 2019-2020 by using the Autoregressive Distributed Lag (ARDL) Model, Autoregressive Conditional Heteroscedasticity (ARCH) Family Models, and California Managed Accounts Reports (Calmar) Ratio as the tools for analysis. The results showed that all the variables tested had a highly significant degenerating long-term relationship due to the impact of the COVID-19 pandemic; there was an ARCH or GARCH effect in all stock market indexes in ASEAN Exchanges affected by the COVID-19 pandemic; and there was a relationship between the COVID-19 pandemic event and the return on the country's stock market index and which for the consumer products and property sector in the ASEAN Exchanges with heterogeneous returns and the distribution of risk levels was inefficient. Keywords:  COVID-19; stock market index; return stock market index; ARDL Model; ARCH Family Models ABSTRAKPenelitian ini bertujuan untuk melihat dampak COVID-19 terhadap enam indeks saham di negara-negara yang terdaftar pada ASEAN Exchanges dan tiga indeks saham dari negara-negara yang terdaftar di ASEAN Exchanges yang memiliki indeks sektor konsumer dan properti. Variabel dalam penelitian ini adalah peristiwa pandemi COVID-19, harga dan return dari enam indeks saham. Data sampel diukur berdasarkan periode studi secara keseluruhan, sebelum tanggal kasus pertama COVID-19, dan sesudah tanggal kasus pertama COVID-19. Populasi dalam penelitian ini adalah semua indeks saham dari negara-negara yang terdaftar di ASEAN Exchanges dan juga mereka yang memiliki indeks sektor konsumer dan properti. Penelitian ini merupakan penelitian populasi yang dilaksanakan selama periode 2019-2020 dengan menggunakan Autoregressive Distributed Lag (ARDL) Model, Autoregressive Conditional Heteroscedasticity (ARCH) Family Models, dan California Managed Accounts Reports (Calmar) Ratio. Hasil penelitian menunjukkan bahwa semua variabel yang diuji memiliki hubungan jangka panjang yang merosot secara signifikan akibat pandemi COVID-19; terdapat efek ARCH atau GARCH pada semua indeks saham dalam ASEAN Exchanges akibat pandemi COVID-19; dan terdapat hubungan antara pandemi COVID-19 dan return indeks saham dalam negara-negara tersebut dan juga untuk sektor konsumer dan properti dalam ASEAN Exchanges dengan return yang heterogen dan distribusi tingkat risiko yang tidak efisien.Kata kunci:    COVID-19; indeks saham; return indeks saham; ARDL Model; ARCH Family Models
Co-Authors - Sutrisno Bagus Panuntun