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All Journal Conference In Business, Accounting And Management (Cbam) 2012 Signifikan : Jurnal Ilmu Ekonomi JURNAL BISNIS STRATEGI Jurnal Studi Manajemen Organisasi Diponegoro Journal of Economics Diponegoro Journal of Management Jurnal Keuangan dan Perbankan JDM (Jurnal Dinamika Manajemen) JEJAK Journal The Winners Al-Iqtishad : Jurnal Ilmu Ekonomi Syariah (Journal of Islamic Economics) Management Analysis Journal International Research Journal of Business Studies (E-Journal) Jurnal Ekonomi dan Bisnis Syntax Literate: Jurnal Ilmiah Indonesia EKONOMIS : Journal of Economics and Business Jurnal Riset Ekonomi dan Bisnis JOURNAL OF APPLIED ACCOUNTING AND TAXATION DIJB (Diponegoro International Journal of Business) International Journal of Supply Chain Management International Journal of Economics, Business and Accounting Research (IJEBAR) Indicators : Journal of Economic and Business Devotion: Journal of Research and Community Service JURNAL ILMIAH GLOBAL EDUCATION Multidiciplinary Output Research for Actual and International Issue (Morfai Journal) Sibatik Journal : Jurnal Ilmiah Bidang Sosial, Ekonomi, Budaya, Teknologi, Dan Pendidikan Media Pustakawan Indonesian Capital Market Review International Journal of Educational Technology and Artificial Intelligence Journal of Business, Social and Technology e-Jurnal Apresiasi Ekonomi Research Horizon International Research Journal of Business Studies Asian Journal of Management, Entrepreneurship and Social Science Economic and Business Horizon
Harjum Muharam
Department Of Management, Faculty Of Economics And Business, Universitas Diponegoro, Indonesia
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Materials Science & Nanotechnology Mathematics Social Sciences Transportation Other

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Journal : Journal The Winners

 1 
Multifraktalitas dan Studi Komparatif Prediksi Indeks dengan Metode Arima dan Artificial Neural Network (ANN) Muharam, Harjum; Panji, Muhammad
Journal the Winners: Economics, Business, Management, and Information System Journal Vol 9, No 2 (2008): The Winners Vol. 9 No. 2 2008
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v9i2.720

Abstract

This paper discusses technical analysis widely used by investors. There are many methods that exist and used by investor to predict the future value of a stock. In this paper we start from finding the value of Hurst (H) exponent of LQ 45 Index to know the form of the Index. From H value, we could determinate that the time series data is purely random, or ergodic and ant persistent, or persistent to a certain trend. Two prediction tools were chosen, ARIMA (Auto Regressive Integrated Moving Average) which is the de facto standard for univariate prediction model in econometrics and Artificial Neural Network (ANN) Back Propagation. Data left from ARIMA is used as an input for both methods. We compared prediction error from each method to determine which method is better. The result shows that LQ45 Index is persistent to a certain trend therefore predictable and for outputted sample data ARIMA outperforms ANN.
Analisis Perbedaan Liquiditas Saham, Kinerja Keuangan, dan Return Saham di Sekitar Pengumuman Stock Split Muharam, Harjum; Sakti, Hanung
Journal the Winners: Economics, Business, Management, and Information System Journal Vol 9, No 1 (2008): The Winners Vol. 9 No. 1 2008
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v9i1.727

Abstract

Using 13 samples from listed companies in Jakarta Stock Exchange within 2003-2005, this article analyze the difference of stock liquidity, financial performance, and stock return in the period of stock split announcement. Multivariate Analysis of Variance (MANOVA) shows that there is no difference in Trading Volume Activity (TVA) of stock and financial performance before, within, and after stock split announcement, but this study finds that the difference in stock return exist in the period of stock split announcement.
Multifraktalitas dan Studi Komparatif Prediksi Indeks dengan Metode Arima dan Artificial Neural Network (ANN) Harjum Muharam; Muhammad Panji
The Winners Vol. 9 No. 2 (2008): The Winners Vol. 9 No. 2 2008
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v9i2.720

Abstract

This paper discusses technical analysis widely used by investors. There are many methods that exist and used by investor to predict the future value of a stock. In this paper we start from finding the value of Hurst (H) exponent of LQ 45 Index to know the form of the Index. From H value, we could determinate that the time series data is purely random, or ergodic and ant persistent, or persistent to a certain trend. Two prediction tools were chosen, ARIMA (Auto Regressive Integrated Moving Average) which is the de facto standard for univariate prediction model in econometrics and Artificial Neural Network (ANN) Back Propagation. Data left from ARIMA is used as an input for both methods. We compared prediction error from each method to determine which method is better. The result shows that LQ45 Index is persistent to a certain trend therefore predictable and for outputted sample data ARIMA outperforms ANN.
Analisis Perbedaan Liquiditas Saham, Kinerja Keuangan, dan Return Saham di Sekitar Pengumuman Stock Split Harjum Muharam; Hanung Sakti
The Winners Vol. 9 No. 1 (2008): The Winners Vol. 9 No. 1 2008
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v9i1.727

Abstract

Using 13 samples from listed companies in Jakarta Stock Exchange within 2003-2005, this article analyze the difference of stock liquidity, financial performance, and stock return in the period of stock split announcement. Multivariate Analysis of Variance (MANOVA) shows that there is no difference in Trading Volume Activity (TVA) of stock and financial performance before, within, and after stock split announcement, but this study finds that the difference in stock return exist in the period of stock split announcement.
Co-Authors Abdul Aziz Nurul Akhsan, Abdul Aziz Nurul Abdul Rachim Abror, Ghozi agasa, Qaharuna Andreana Dita Paramitha, Andreana Dita Andriyani, Kanya Azalia Apriyani, Duwi Arief Rachman Hakim Asep Mulyana Axel Giovanni Azhary, Alwan Bellinda, Bianda Brahmanto, Unggul Budi Warsito Dewi, Febrina Eka Dhani Utary Firmanah, Dhani Utary Dheni Saraswati Almara, Dheni Diana Eka Farida, Diana Eka Dinda Ayu Septiana Dwi Gama Primadasa, Dwi Ellanto, Kenny Endang Fatmawati Ersabathari, Ruth Valencia Erwin Erwin Faraga, Filus Farah Nur Sabrina, Farah Nur Farida Indriani Firman Wahyudi, Cahya Fitriati, Ika Rosyada Galuh Kusuma Putri Gata Niztiar, Gata Habib Bitomo, Habib Handayani, Heny Handayani, Suyati Hanung Sakti Hanung Sakti, Hanung Haryanto, Antonius Mulyo Hasna Penta Kurnia Hasna Penta Kurnia Hasna Penta Kurnia Heny Handayani Hepdityo Rizki Adam Damanik, Hepdityo Rizki Heriyanto hirawati, heni Ima Mediana, Ima Indra Eka Putra Indra Salfian Annur Irene Rini Demi Pangestuti Isfenti Sadalia Iwanda, M. Prayoga Johanis Darwin Borolla Jumadil Saputra M. Andika Jawara Pratama M. Chabachib Mahendra Sarwono, Mutiara Dwi Maria Rio Rita Marpaung, Aldio Miftahusni,, Nundy Mohammad Chabachib Muhammad Fadhil Rabbani Muhammad Panji Muhammad Panji, Muhammad Muhammad Talkhisul Abid Muhammad Talkhisul Abid Nabila H.N. Farida A., Nabila H.N. Nadya Purnamasari, Nadya Nency I, Yashinta Nirmala Luthfiya Atyanta Nofriady, Hery Nugrahaeni, Ressita Nugroho, Irawan Cahyo Pangestu, Ardi Permata Putri, Adhyva Wahyuningtyas Pradwipa, Ayodya Prameswari, Balqies Gabriella Pratiwi, Dian Eka Putra, Azka Razaqa Putra, Pramundita Risna Putri Andriana, Putri Rabbani, Muhammad Fadhil Rahayu, Nugroho Tulus Rahman, Aini Ramadhan, Aryasatia Redemtus Heru Tjahjana Rico Nur Ilham Riskin Hidayat Rizki Yogonugroho, Muhammad Robiyanto Robiyanto Robiyanto, Robiyanto Robiyanto, Robiyanto Roy Haris Oktabian Rusdwianto Nugroho, Antonius Safitri, Maria Samasta, Almira Santi Santa Situmeang, Santa Saraswati, Niken Silvia Hendrayanti Siti Nurjanah Soegoto, Azzahra Trimillennia Sugeng Wahyudi, Sugeng Sugiono Sugiono Susanto, Andrianto Sulistiono Syafrullah, Saddek T. Muhd. Redha Vahlevi, T. Muhd. Redha Tania, Jenna Tara Ninta Ikrima Teuku Muhammad Haqiqi, Teuku Muhammad Triarso, Husein Vidianto, Muhammad Afiq Wachidah Fauziyanti Wisnu Mawardi Wulandari, Cahyani Sulistyaning Yacobo P Sijabat Yanuar Yoga Prasetyawan Yasmin, Amanda Ratri Yudianto, Iwan