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All Journal Gadjah Mada International Journal of Business SRIWIJAYA INTERNATIONAL JOURNAL OF DYNAMIC ECONOMICS AND BUSINESS Performance Jurnal Pengabdian dan Pengembangan Masyarakat
Leo Indra Wardhana
Department Of Economics And Business, Vocational School, Universitas Gadjah Mada
Humanities Economics, Econometrics & Finance Education Environmental Science Languange, Linguistic, Communication & Media Library & Information Science

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Journal : Performance

 1 
Teori Penjaminan Simpanan Perbankan: Sebuah Intisari Leo Indra Wardhana; Sufitri Sufitri
Performance: Jurnal Personalia, Financial, Operasional, Marketing dan Sistem Informasi Vol 26 No 2 (2019): Performance
Publisher : Faculty of Economics and Business Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1086.312 KB) | DOI: 10.20884/1.jp.2019.26.2.1570

Abstract

This article summarizes the two main theories of deposit insurance, i.e. Diamond and Dybvig (1984) and Keraken and Wallace (1978), as well as discussing how the system is implemented in Indonesia and ASEAN countries. The article aims to give a simple yet comprehensive understanding for banking and finance students on two main theoretical papers in banking, both for under- and postgraduate students.
Reaksi Pasar atas Pengumuman Dividen: Sebuah Tinjauan Ulang Fransisca Astuti Mutiara; Leo Indra Wardhana
Performance: Jurnal Personalia, Financial, Operasional, Marketing dan Sistem Informasi Vol 27 No 2 (2020): Performance
Publisher : Faculty of Economics and Business Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20884/1.jp.2020.27.2.3277

Abstract

This study revisits the market reactions on the dividend payment events, cum-dividend date and payment date, using the event study method. The sample of this study includes all dividend announcements from 2017 to 2018 in the Indonesia Stock Exchange. This study performs various robust statistical tests proposed by Harrington and Shrider (2007), who point out that standard classical t-test is not enough to ensure abnormal return on an event because of the bias due to volatility caused by an event. Using various statistical tests for testing the abnormal return, this study shows that the market indeed reacts to the cum-dividend date and dividend payment date, as well as showing that the classical t-test showing the same conclusion as the other tests.
Teori Penjaminan Simpanan Perbankan: Sebuah Intisari Leo Indra Wardhana; Sufitri Sufitri
Performance: Jurnal Personalia, Financial, Operasional, Marketing dan Sistem Informasi Vol 26 No 2 (2019): Performance
Publisher : Faculty of Economics and Business Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This article summarizes the two main theories of deposit insurance, i.e. Diamond and Dybvig (1984) and Keraken and Wallace (1978), as well as discussing how the system is implemented in Indonesia and ASEAN countries. The article aims to give a simple yet comprehensive understanding for banking and finance students on two main theoretical papers in banking, both for under- and postgraduate students.
Reaksi Pasar atas Pengumuman Dividen: Sebuah Tinjauan Ulang Fransisca Astuti Mutiara; Leo Indra Wardhana
Performance: Jurnal Personalia, Financial, Operasional, Marketing dan Sistem Informasi Vol 27 No 2 (2020): Performance
Publisher : Faculty of Economics and Business Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32424/1.jp.2020.27.2.3277

Abstract

This study revisits the market reactions on the dividend payment events, cum-dividend date and payment date, using the event study method. The sample of this study includes all dividend announcements from 2017 to 2018 in the Indonesia Stock Exchange. This study performs various robust statistical tests proposed by Harrington and Shrider (2007), who point out that standard classical t-test is not enough to ensure abnormal return on an event because of the bias due to volatility caused by an event. Using various statistical tests for testing the abnormal return, this study shows that the market indeed reacts to the cum-dividend date and dividend payment date, as well as showing that the classical t-test showing the same conclusion as the other tests.
Co-Authors Eduardus Tandelilin Elton Buyung Satrianto Elton Buyung Satriyanto Fani Pramuditya Fani Pramuditya Fransisca Astuti Mutiara Saiqa Ilham Akbar Sufitri Sufitri Tastaftiyan Risfandy Timotius Radika