Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Jurnal Ekonomi Dan Bisnis JAKA (Jurnal Akuntansi, Keuangan dan Auditing) Business, Accounting, and Knowledge Journal
Iis Duwinaeni
Universitas Pekalongan
Economics, Econometrics & Finance

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 3 Documents
Search

 1 
PENGARUH AMBIGUITAS PERAN, TINGKAT PENDIDIKAN DAN OVERLOAD ROLE TERHADAP KEINGINAN BERPINDAH PADA AUDITOR KANTOR AKUNTAN PUBLIK DI JAKARTA DAN SEMARANG Iis Duwinaeni
Jurnal Ekonomi Dan Bisnis Vol 21, No 01 (2018): JURNAL EKONOMI DAN BISNIS MARET 2018
Publisher : Fakultas Ekonomi Universitas Pekalongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (3334.642 KB) | DOI: 10.31941/jebi.v21i01.776

Abstract

This study aims to analyze the influence of role ambiguity, educational level and overload role to turnover intention. The object of research is public auditor in Jakarta and Semarang. This research is an empirical research respondents as much as 53 respondents in 2017 . Data analysis with multiple regression was done by using spss program. The results of this study indicate that Role Ambiguity has and significance to turnover intention, Level of education effect and significant to turnover intention, Overload role effect and significant to turnover intention.Keywords: Auditor, Role Ambiguity, Education Level, Overload Role, Turnover Intention.
PENGARUH DARI TINGKAT SUATU PENDIDIKAN, PEMAHAMAN ILMU AKUNTANSI DAN UKURAN SEBUAH USAHA TERHADAP PENCATATAN PEMBUKUAN SEDERHANA (Studi pada pedagang di Pasar Grosir Setono Kota Pekalongan) Iis Duwinaeni
JAKA (Jurnal Akuntansi, Keuangan, dan Auditing) Vol 1, No 1 (2020): JAKA
Publisher : Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (258.031 KB) | DOI: 10.56696/jaka.v1i1.3861

Abstract

This research was conducted to find out how the influence of the relationship of the Level of Education, Understanding of Accounting and Business Size to Simple Bookkeeping. In this study took the object of the traders in Wholesale Setono, Pekalongan city. This research is an empirical study, then for data collection using census techniques. The research data was obtained from Wholesalers in Setono Wholesale, Pekalongan city, which is a sample in the study with 50 respondents. Test Analysis in this study uses multiple linear regression analysis. Data analysis was performed using the SPSS program. From the results of tests conducted in this study, it can be concluded that the level of education has a significant effect on simple bookkeeping, then understanding of accounting has a significant effect on simple bookkeeping, while for the size of a business does not have a significant effect on simple bookkeeping. Keywords: Trader, Level of Education, Understanding of Accounting, Size of a Business, Simple Bookkeeping
Analysis Of Monday Effect, Weekend Effect, and Rogalski Effect Anomalies Before And During The Covid-19 Pandemic Period (Study on LQ-45 Index Companies Listed on The Indonesia Stock Exchange) Nadia Putri Kamila; Iis Duwinaeni; Akhmad Samsul Ulum; Inayah Risqi Alisa
Business, Accounting, and Knowledge Journal Vol 2 No 1 (2025): Business, Accounting, and Knowledge Journal
Publisher : Universitas Pekalongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31941/batik.v1i2.365

Abstract

The purpose of this research is to. (1) To find out the difference in stock returns on the Monday effect before and during the Covid-19 pandemic on the LQ-45 stock index listed on the Indonesia Stock Exchange. (2) To find out the differences in stock returns in Weekend effect before and during the Covid-19 pandemic on the LQ-45 stock index listed on the Indonesia Stock Exchange. (3) To find out the difference in stock returns on the Rogalski effect before and during the Covid-19 pandemic on the LQ-45 stock index listed on the Indonesia Stock Exchange. This research is an empirical study on Monday stock returns, Friday stock returns, and Monday stock returns in April with a comparative method. The sample used in this research is data daily stock returns of companies included in the LQ-45 period before (February 2019 – January 2020) and during (February 2020 – January 2021) the Covid-19 pandemic, namely 36 companies. The data analysis technique used was paired sample t-test for H1, H2 and H3. The results of the study show that: (H1) there is no significant difference between stock returns on Mondays before the Covid-19 pandemic and stock returns on Mondays during the Covid-19 pandemic on the Indonesia Stock Exchange from February 2019 to January 2021. ( H2) shows a significant difference between stock returns on Friday before the Covid-19 pandemic and stock returns on Monday during the Covid-19 pandemic on the Indonesia Stock Exchange from February 2019 to January 2021. (H3) shows a significant difference between stock returns on Mondays in April before the Covid-19 pandemic and stock returns on Mondays during the Covid-19 pandemic on the Indonesia Stock Exchange in February 2019 to January 2021. The purpose of this research is to. (1) To find out the difference in stock returns on the Monday effect before and during the Covid-19 pandemic on the LQ-45 stock index listed on the Indonesia Stock Exchange. (2) To find out the differences in stock returns in Weekend effect before and during the Covid-19 pandemic on the LQ-45 stock index listed on the Indonesia Stock Exchange. (3) To find out the difference in stock returns on the Rogalski effect before and during the Covid-19 pandemic on the LQ-45 stock index listed on the Indonesia Stock Exchange. This research is an empirical study on Monday stock returns, Friday stock returns, and Monday stock returns in April with a comparative method. The sample used in this research is data daily stock returns of companies included in the LQ-45 period before (February 2019 – January 2020) and during (February 2020 – January 2021) the Covid-19 pandemic, namely 36 companies. The data analysis technique used was paired sample t-test for H1, H2 and H3. The results of the study show that: (H1) there is no significant difference between stock returns on Mondays before the Covid-19 pandemic and stock returns on Mondays during the Covid-19 pandemic on the Indonesia Stock Exchange from February 2019 to January 2021. ( H2) shows a significant difference between stock returns on Friday before the Covid-19 pandemic and stock returns on Monday during the Covid-19 pandemic on the Indonesia Stock Exchange from February 2019 to January 2021. (H3) shows a significant difference between stock returns on Mondays in April before the Covid-19 pandemic and stock returns on Mondays during the Covid-19 pandemic on the Indonesia Stock Exchange in February 2019 to January 2021.
Co-Authors Akhmad Samsul Ulum Inayah Risqi Alisa Nadia Putri Kamila