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All Journal JURNAL BISNIS STRATEGI Jurnal Studi Manajemen Organisasi Diponegoro Journal of Management Jurnal Sain Peternakan Indonesia Jurnal Dinamika Ekonomi dan Bisnis Jurnal Analisis Bisnis Ekonomi DIJB (Diponegoro International Journal of Business) Jurnal Analisis Bisnis Ekonomi
Prasetiono Prasetiono
Program Studi Manajemen Fakultas Ekonomika Dan Bisnis Universitas Diponegoro
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Veterinary

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PENGARUH ROA, SIZE, RISIKO LIKUIDITAS, RISIKO KREDIT, RISIKO SUKU BUNGA, DAN RISIKO MODAL TERHADAP CAR PADA BANK UMUM YANG TERDAFTAR DI BEI PERIODE 2008–2013 Yunialdo, Fredy Herman; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 4, Nomor 3, Tahun 2015
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

In general, the bank can be interpreted as a financial institution whose business activities are collecting funds from the public and channel the funds back to the community and provide other banking services.In carrying out its functions of banks must maintain capital adequacy ratio or CAR. This study uses secondary data derived from the annual financial statements, involving 23 banking  companies listed on the Indonesian Stock Exchange in the period 2008 to 2013. Sampling using purposive sampling method with the provisions of the company's financial statements. Using the method of pooled sample data so obtained were 138 observations. Data analysis using multilinear regressionofordinary leastsquare test tool which includes the classic assumption test which consists of test multicollinearity, normality test, autocorrelation test and heteroscedastisity test. While hypothesis testing is done by F test and t test. The results of these tests found that partially Size, Liquidity Risk, and Interest Rate Risk (IRR)  significantly influence while Return On Asset (ROA), Credit Risk, and Capital Risk does not significantly affect Capital Risk towards Capital Adequacy Ratio (CAR). The coefficient determinant (RSquare) is 0,303 which means 30,3% Capital Adequacy Ratio (CAR) variation explained by Return On Asset (ROA), Size, Liquidity Risk, Credit Risk, Interest Rate Risk (IRR) and Capital Risk towards Capital Adequacy Ratio (CAR),whereas 69,7% explained by another variables whis is not followed.
Analisis Pengaruh Pemecahan Saham (Stock Split) Terhadap Likuiditas Saham Dan Return Saham (Study Kasus Pada Perusahaan Yang Terdaftar BEI Periode 2007-2011) Wijanarko, Iguh; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 1, Nomor 4, Tahun 2012
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

The increase in stock prices that are too high that influence the demand for or purchases of shares decreases, which in it make the share price does not fluctuate. For it does not happen then the company take action with the aim of lowering the price of shares on the stock price range of interest to prospective investors and the stock price can be reached by performing the split shares (stock split). Research on stock splits often enough, but give different results, it is necessary to do further research. The study was conducted on 31 companies that are listed on the Stock Exchange and they do stock split in the year  2007-2011. This study uses statistical analysis test two different test average with a 10-day observation period is t = -5 (5 days before stock split) and t = 5 (5 days after stock split ). The method of determination of sample using purposive sampling Base on the test results of one sample t test showed that the market reacts quickly seen from abnormal return with a significance level of 0.003 on the first day after the stock split and a significance level of 0.001 for the trading volume activity. While based on different test results showed no difference in abnormal return before and after the stock split with a significant level of 0.582, but showed differences in the trading volume activity with a significant level of 0.027.
EXTREME TRADING VOLUME AND EXPECTED RETURN (Study to Companies Listed in Indonesia Stock Exchange 2008-2012 Period) Indah Nugraheni, Novita; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 2, Nomor 3, Tahun 2013
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

Trading volume has been known as a reliable measurement for stock liquidity. Nevertheless, there are different opinions regarding trading volume and expected return in stocks investment. Wang and Cheng (2004) found that there are differences in expected return between stocks which experience extreme trading volume in where extreme high volume stocks associated with lower expected return than extreme low volume stocks. In contrary, Gervais et. al (2001) found that extreme high volume stocks associated with higher expected return than extreme low volume stocks. This research aims to determine the difference in expected returns between various portfolios sorted based on extreme trading volume. This research conducted on 80 stocks listed in Indonesia Stock Exchange 2008 to 2012 period. This research is conducted following previous researches such as Amihud and Mendelson (1986), Brennan et. al. (1998), Datar et. al. (1998), Gervais et. al. (2001), Wang and Cheng (2004), and Baker and Stein (2004). This research also interacted the extreme trading volume with security characteristics such as past performance, firm size, and Book-to-Market or BM value. The portfolio formation method in this research is referring to return portfolio approach by Gervais et. al. (2001). Using this method, portfolios formed and determined its average expected returns. After that T-test will be performed to determine the difference in expected returns between each contradicting portfolios like extreme high and extreme low volume, extreme high-winner stocks and extreme low-loser stocks, extreme high-large stocks and extreme low-small stocks, and extreme high-glamour stocks and extreme low-value stocks.The results shows that even though the results of all hypotheses testing mathematically support the hypotheses, but the statistically, as calculated by T-Test, there’s no notable different impact of extreme trading volume and security characteristics in Indonesia Stock Exchange. It means that this portfolio strategy does not have significant effect in Indonesia Stock Exchange. This research also found a unique phenomenon in extreme trading volume and expected return study in Indonesia Stock Exchange. Despite the sorting methods, all portfolios showed the same behavior; the average returns chart showed appreciation during 0 week to 1 week of evaluation period but dropped later over the period of 3 weeks before reversal occurred. The phenomena indicated that the market players realized that there are speculations in trading activity which affect the trading volume.
ANALISIS PENGARUH BOOK TO MARKET EQUITY, FIRM SIZE, MARKET VALUE ADDED (MVA), MOMENTUM, DAN TRADING VOLUME TERHADAP RETURN SAHAM (Studi Kasus Perusahaan Yang Terdaftar Dalam Indeks LQ-45 Periode 2012 s/d 2016) Kosasi, Aldi; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 6, Nomor 4, Tahun 2017
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

The purpose of stock investing is to seek profit in the future. This research was conducted in order to examine the influence of book to market equity, firm size, market value added (MVA), momentum, and trading volume on stok return.  Sample of this study used companies that registered on Indonesia Stock Exchange during 2012-2016.This research was made because there are differences in results between studies with each other. The sampling technique used in this research is purposive sampling method covering 24 companies as samples. The analysis used multiple regression, which is preceeded by a test consisting of the classical assumption test for normality, multicollinearity test, heteroscedasticity test and autocorrelation test. Hypothesis testing is using F test and t test. The result of this research show that book to market equity had significant negative effect on stock return as well as trading volume variable had significant positive effect on stock return. In addition, the results did not support that firm size, market value added (MVA) and momentum significant effect on stock return. Moreover it found that the value of the adjusted R square is 19,1%. This means that 80,9% is explained by other variables outside the model
PENGARUH LEVERAGE, TIPE INDUSTRI, UKURAN PERUSAHAAN DAN PROFITABILITAS TERHADAP CORPORATE SOCIAL RESPONSIBILITY (CSR) (Studi pada Perusahaan-Perusahaan yang Terdaftar di Bursa Efek Indonesia Periode Tahun 2010-2012) Permatasari, Hesti Dyah; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 4, Nomor 1, Tahun 2015
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

This research aim is to analyze the effect of leverage, industry type, firm size, and profitability to Corporate Social Responsibility Disclosure. This study examined the companies listed on Indonesia Stock Exchange during 2010-2012 periods. The sample was 34 companies which always doing corporate social responsibility disclosure during the research period. The data used are secondary data retrieved by the method of documentation. The analytical method used on this research is multiple regression analysis, hypothesis testing by the determinant coefficient, F-test and T-test. The result on this research showing that leverage, industry type, firm size, and profitability have significant influence to Corporate Social Responsibility Disclosure.
ANALISIS LIQUIDITY CREATION PADA PERBANKAN DI INDONESIA TAHUN 2007-2013 (STUDI KASUS PADA 10 BANK BESAR DI INDONESIA TAHUN 2013) Mirajudin, Muhammad; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 4, Nomor 1, Tahun 2015
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

Problems related to banking in Indonesia today is the problem of liquidity. It is shown from a commercial bank credit grew 23.03% but not matched by growth in deposits which only reached 16.56% in 2012 (Report of Banking Supervision, 2012). Therefore, this study aims to determine the liquidity creation in Indonesia as well as to analyze the influence of bank capital, credit risk and income instability towards liquidity creation. The samples includes 10 major banks in Indonesia with total assets of more than Rp120billion  in 2013. The reason for choosing this sample because of the 10 largest banks reflects the state of the banks in Indonesia which accounted for 65.2% of total assets, 65.6% of total loans, and 66% of total deposits or deposits in the banking industry (PEFINDO, 2014). The results of this research note that the bank's capital and earnings volatility is significant negative effect on liquidity creation. While the credit risk of a negative but insignificant effect on liquidity creation. In the determination coefficient test showed that 43.6% dependent variable is the liquidity creation can be explained by the independent variable is the capital of banks, credit risk and earnings volatility. While 56.4% is explained by other variables outside the model of this study.
ANALISIS PENGARUH CAR, NPL, LDR, NIM, DAN BOPO TERHADAP ROA DENGAN GCG SEBAGAI VARIABEL KONTROL (Studi Pada Bank Umum Go Public di Indonesia Periode 2009-2013) Rahmawati, Agustania; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 4, Nomor 2, Tahun 2015
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

This study aimed to determine financial ratios commercial Bank Go Public to profitability with control variables of Good Corporate Governance (GCG).   Financial ratios are proxied by CAR, NPL, LDR, NIM, and BOPO, and Profitability is proxied by ROA as a measure of the amount of profit generated. while GCG control variable is proxied by the audit committee, independent directors, institutional ownership and managerial ownership.The sample in this study is a commercial were bank go public listed in Stock Exchange (the Indonesia Stock Exchange) in the 2009-2013 period. The number used were 12 banks were taken by purposive sampling. The methods of analysis of this research using multiple linear regression with SPSS 20 Program.The results of this research show that CAR had positive but not significant effect to ROA, NPL and LDR had negative and insignificant effect to ROA, NIM had positive and significant effect to ROA, BOPO had significant negative effect to ROA, while the audit committee, independent directors, institutional ownership and ownership managerial had no effect to ROA.
ANALISIS PENGARUH PENGARUH FINANCING TO DEPOSIT RATIO, NON PERFORMING FINANCING, SPREAD BAGI HASIL DAN TINGKAT BAGI HASIL TERHADAP PEMBIAYAAN BAGI HASIL (Studi pada Bank Umum Syariah di Indonesia Periode Tahun 2008-2013) Prasasti, Devki; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 3, Nomor 4, Tahun 2014
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

This study aims analyze the factors that affect profit and loss sharing financinng. The purpose of this study was to analyze the influence of Financing to Deposit Ratio, Non Performing Financing, equivalent rate of profit sharing and spread profit sharing of profit and loss sharing financing. The samples used are selected using purposive sampling technique and only 4 banks in accordance with the criteria. The data is taken from the Quarterly Financial Reports Sharia Bank in Bank Indonesia's website during the period of 6 years from 2008 to 2013. The data collected were analyzed using descriptive statistics and multiple regression analysis. The results showed that the coefficient of determination through the four test variables: Financing to Deposit Ratio, Non Performing Ratio, equivalent rate of profit sharing and spread profit sharing can explain the variation in the dependent variable for profit and loss sharing financing by 89% while the rest is explained by other causes beyond the research variables . Four variables simultaneously affect the results because the financing for the significance level of less than 0.05. From the partial results only variable non-performing ratio has negative significant affect to profit and loss sharing financing, while the other three variables Financing to Deposit Ratio, equivalent rate of profit sharing and spread profit sharing have positive significant affect to profit and loss sharing financing.
ANALISIS PENGARUH TATO, WCTO, DAN DER TERHADAP NILAI PERUSAHAAN DENGAN ROA SEBAGAI VARIABEL INTERVENING (Studi pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Periode Tahun 2009-2013) Utami, Rahmawati Budi; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 5, Nomor 2, Tahun 2016
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

The aims of this research is to examine the direct effect and indirect effect of Total Asset Turnover, Working Capital Turnover, Debt to Equity Ratio on Firm Value with Return On Asset as an intervening variable.This research sample is manufacturing companies listed in the Indonesia Stock Exchange (IDX) period 2009-2013 by using purposive sampling method. There are 64 manufacturing companies selected as sample. The method of analysis used is Path Analysis, the development of multiple linear regression.Using multiple regression analysis, it is known that TATO has positive significant effect on ROA. WCTO and DER has negative significant effect on ROA. TATO has positive not significant effect on Firm Value. WCTO has negative significant effect on Firm Value. DER and ROA has positive significant effect on Firm Value. The result of path analysis showed that TATO influence Firm Value through ROA. Besides, it was found that the value of the adjusted R square for the equation ROA is 25,3% while the value of the adjusted R square for the equation PBV is 39,7%.
ANALISIS PENGARUH CASH RATIO, DEBT TO EQUITY RATIO, RETURN ON ASSET, FIRM SIZE DAN GROWTH OPPORTUNITY TERHADAP KEBIJAKAN DIVIDEN (Studi pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Tahun 2009 – 2013) Septiana, Miladia; Prasetiono, Prasetiono
Diponegoro Journal of Management Volume 4, Nomor 3, Tahun 2015
Publisher : Faculty of Economics and Business Diponegoro University

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Abstract

This study analyzed the impact of cash ratio, debt to equity ratio, return on assets, firm size, and growth opportunity to the dividend policy on manufacturing companies listed on Stock Exchange of Indonesiafrom 2009 to 2013. The cash ratio as a measurement of liquidity, debt to equity ratio as a measurement of leverage, return on assets as a measurement of profitability, firm size was measured by log natural of total assets and growth opportunity was measured by market to book ratio.The sampling technique is using purposive sampling method by using 18 manufacturing companies which pay dividend continuosly. The analysis technique is using multiple regression.The result of this study shows that cash ratio and debt-to-equity ratio were found to be positive and no significant effect.Return on assets and growth opportunity were found to be positive and have significant effect to the dividend payout ratio, while firm size were fount to be negative and have significant effect to the dividend payout ratio.
Co-Authors AA Sudharmawan, AA Afif, Saleh Agustania Rahmawati, Agustania Ajeng K, Eka Amila Sativa, Amila Anisa Puspa Dina Anthonius Harapan, Anthonius Astiwi Indriani Ayu Mutiara Pramono, Nimas Sekar Ayuningtyas, Gearin Sekar B.I.M. Tampoebolon Bryan Aristanto, Bryan Dery Darusman Devki Prasasti, Devki Dina, Anisa Puspa Dita Novita Sari, Dita Farrashita Aulia, Farrashita Feri Dwi Ardiyanto Finta Elvira Fredy Herman Yunialdo, Fredy Herman Hariyanto, Teddy Hesti Dyah Permatasari, Hesti Dyah Hesti Secsio, Esa Nursanti Dwi Hidayah, Na’imatul Hidayah Ibrahim Sany, Ibrahim Iguh Wijanarko Imam, Nur Imam, Nur Kartika Shintia Dewi Kosasi, Aldi Kusuma Melati, Dinda Miladia Septiana, Miladia MS, Nur Artwenda MS, Nur Artwenda Muhammad Mirajudin Muhammad Mirajudin, Muhammad Nobert Steven Sinaga, Nobert Steven Novita Indah Nugraheni Pamungkas PAP, Bintang Surya Panggabean, Deo Paskah Simanungkalit, Paskah Putri, Sahitania Krisbandono R. Septianto Rahmawati Budi Utami, Rahmawati Budi Rio Satriyo Aji, Rio Satriyo Riski, Ina Alfira Rosyid, Sholeh Fauzan Saffudin, Achmad Zakki Saffudin, Achmad Zakki Sakina, Ida Sekar Aditya Dwikirana, Sekar Aditya Sendy, Hana Shoimatul Fitriana Silaen, Reni Suci Pujiani Syahida, Asyifa Zuchruf Uli Latifah wardhana, galih wisnu