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All Journal Economic Journal of Emerging Markets MATRIK: JURNAL MANAJEMEN, STRATEGI BISNIS, DAN KEWIRAUSAHAAN JURNAL BISNIS STRATEGI Jurnal Ilmu Sosial dan Humaniora Jurnal Keuangan dan Perbankan Media Ekonomi dan Manajemen Al-Iqtishad : Jurnal Ilmu Ekonomi Syariah (Journal of Islamic Economics) Journal of Economics, Business, & Accountancy Ventura Gadjah Mada International Journal of Business Among Makarti Proceeding SENDI_U International Research Journal of Business Studies (E-Journal) Jurnal Ekonomi dan Bisnis Jurnal Dinamika Ekonomi dan Bisnis Jurnal Riset Akuntansi dan Keuangan Indikator: Jurnal Ilmiah Manajemen & Bisnis Jurnal Organisasi Dan Manajemen Fokus Ekonomi Equilibria Pendidikan : Jurnal Ilmiah Pendidikan Ekonomi International Journal of Social Science and Business Magisma: Jurnal Ilmiah Ekonomi dan Bisnis Atma Jaya Accounting Reseach (AJAR) JIMEK : Jurnal Ilmiah Mahasiswa Ekonomi JASF (Journal of Accounting and Strategic Finance) Jurnal Ekonomi Dan Bisnis Jurnal Manajemen Jurnal Pasar Modal dan Bisnis Inobis: Jurnal Inovasi Bisnis dan Manajemen Indonesia Journal of Management and Entrepreneurship Research Management and Accounting Expose Jurnal Akuntansi Keuangan dan Bisnis Jurnal Manajemen dan Kewirausahaan Indonesian Journal of Sustainability Accounting and Management

Robiyanto

Universitas Kristen Satya Wacana

Author-ID : 551823

Religion Arts Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Social Sciences Other

Published : 106 Documents Claim Missing Document

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Pengaruh Komposisi Dewan Komisaris terhadap Sinkronisitas Harga Saham Susanto, Auberta Danice; Robiyanto, Robiyanto
JIMEK : Jurnal Ilmiah Mahasiswa Ekonomi Vol 3, No 2 (2020): JIMEK Volume 3 No 2
Publisher : Fakultas Ekonomi Universitas Kadiri

This study shows the effect between board of commissioners composition and stock price synchronicity. Board of commissioners composition is proxied on board size, proportion of women, and board independence. The study uses control variables includes company size, PBV, and leverage. Samples from manufacturing sector in Indonesia Stock Exchange during period of 2015 to 2018, using purposive sampling and panel regression analysis. The results show that board of commissioners, proportion of women, and board independence have no effect to reduce stock price synchronicity. Company size need to be controlled to reduce stock price synchronicity. PBV have no effect to reduce stock price synchronicity and leverage can reduce stock price synchronicity.

PERUMUSAN PORTOFOLIO DINAMIS CRYPTOCURRENCY DENGAN SAHAM-SAHAM LQ45 Pamilangan, Anggreini; Robiyanto, Robiyanto
Jurnal Ilmu Sosial dan Humaniora Vol 8, No 2 (2019)
Publisher : Universitas Pendidikan Ganesha

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23887/jish-undiksha.v8i2.23065

Penelitian ini bertujuan untuk menganalisis kinerja portofolio yang dibentuk antara cryptocurrency dengan indeks LQ45 apakah memiliki kinerja yang lebih baik daripada portofolio yang hanya dibentuk dari indeks LQ45 saja. Jenis data yang digunakan dalam penelitian ini yaitu data sekunder berupa time series dengan periode penelitian Juni 2016 sampai Juni 2019. Data dalam penelitian ini berupa data kuantitatif. Hasil penelitian menunjukkan bahwa cryptocurrencyÂ memiliki korelasi negatif dengan indeks LQ45 sehingga dapat dijadikan sebagai aset lindung nilai. Pengukuran kinerja portofolio diukur berdasarkan Sharpe index, Treynor index, Jensen index dan Sortino ratio. Secara singkat, hasil dari pengukuran kinerja portofolio dapat disimpulkan bahwa dengan melibatkan cryptocurrencyÂ ke dalam pembentukan portofolio akan menghasilkan kinerja portofolio yang lebih baik.Kata kunciÂ : Â Â Â Portofolio, Lindung Nilai, Cryptocurrency , Indeks LQ45, DCC-GARCH.

Determinants of the Stock Price Volatility in the Indonesian Manufacturing Sector Handayani, Heny; Muharam, Harjum; Mawardi, Wisnu; Robiyanto, Robiyanto
INTERNATIONAL RESEARCH JOURNAL OF BUSINESS STUDIES Vol 11, No 3 (2018): December 2018 - March 2019
Publisher : Universitas Prasetiya Mulya

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Corporate Finance and Firm Value in the Indonesian Manufacturing Companies Handriani, Eka; Robiyanto, Robiyanto
INTERNATIONAL RESEARCH JOURNAL OF BUSINESS STUDIES Vol 11, No 2 (2018): August-November 2018
Publisher : Universitas Prasetiya Mulya

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Oil, Exchange Rate, and Dollar Index as Safe Haven in The Period Before and During Covid-19 Pandemic: Examination in Indonesian Capital Market Adiputri, Bio Labora; Robiyanto, Robiyanto
JURNAL BISNIS STRATEGI Vol 30, No 1 (2021): Juli
Publisher : Magister Manajemen, Fakultas Ekonomika dan Bisnis Undip

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/jbs.30.1.12-25

Safe haven is an asset sought by investors, especially when market turmoil occurs. This study aimed to test the role of oil, exchange rate, and Dollar Index as safe havens for the Indonesian capital market in the period before and during the COVID-19 pandemic. Using QREQ and GARCH analysis technique, this study found that oil and exchange rates can be safe haven in the period before and during the COVID-19 pandemic. While the Dollar Index is only able to be a safe haven during COVID-19 pandemic. The results in this study can be considered by investors to choose safe haven instruments.

Performance Evaluation of Equity Mutual Funds in Indonesia Irene Rini Demi Pangestuti; Sugeng Wahyudi; Robiyanto Robiyanto
Jurnal Keuangan dan Perbankan Vol 21, No 4 (2017): October 2017
Publisher : University of Merdeka Malang

Mutual funds considered an investment alternative for investors. One type of mutual fund that attracts many investors was the equity mutual funds. Equity mutual fund a type of mutual funds that most part of the investment consists of stocks in the capital market so the risk rate was higher than the other types of mutual funds. For its different characteristic, the measurement for equity funds performance did not be same with other types of mutual funds. As a stock portfolio, equity mutual funds can measure with portfolio measurement methods such as Sharpe Index, Treynor Ratio, Jensen Index, Adjusted Sharpe Index, Adjusted Jensen Index, and Sortino Ratio. This study was conducted by using all of those performance measurements as most research in Indonesia was conducted by using limited performance measurements (focusing on Sharpe Index, Treynor Ratio, and Jensen Index). This study aims to evaluate the performance of 42 equity mutual funds available in Indonesia by employing Sharpe Index, Treynor Ratio, Jensen Index, Adjusted Sharpe Index (ASI), Adjusted Jensen Index (AJI), and Sortino Ratio because most previous researches in Indonesian setting disregards ASI and AJI. In general, it was concluded that the SAM Indonesian Equity was the best-performing equity fund during the study period. It was further found that most equity mutual fund studied have been well diversified.DOI: https://doi.org/10.26905/jkdp.v21i4.1503

The Dynamic Correlation between ASEAN-5 Stock Markets and World Oil Prices Robiyanto Robiyanto
Jurnal Keuangan dan Perbankan Vol 22, No 2 (2018): April 2018
Publisher : University of Merdeka Malang

Various studies on the relationship between world oil prices and stock markets that have been done previously mostly still done by using a static approach or an approach to test whether there is a short-term or long-term relationship. This research scrutinizes the dynamic relationship between world oil price change with the return of ASEAN’s main stock markets such as Indonesia, Singapore, Malaysia, the Philippines, and Thailand by using Dynamic Conditional Correlation-Generalized Autoregressive Conditional Heteroscedasticity (DCC-GARCH). The result shows that the correlation between world oil price’s change with the return of ASEAN’s main stock market was not static but change according to the stock market and the commodity market’s condition. During the normal period, DCC-GARCH is in the narrow range and stable, but during the period of stock market and commodity market turbulence, DCC-GARCH could alter extremely from positive to negative in some ASEAN countries. Generally, it is concluded that the use of a static approach was not appropriate especially for rapidly changing in the financial market and commodity market.JEL Classification: G10; G15; Q41DOI: https://doi.org/10.26905/jkdp.v22i2.1688

Examining the day-of-the-week-effect and the-month-of-the-year-effect in cryptocurrency market Robiyanto Robiyanto; Yosua Arif Susanto; Rihfenti Ernayani
Jurnal Keuangan dan Perbankan Vol 23, No 3 (2019): July 2019
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/jkdp.v23i3.3005

Cryptocurrency market is an attractive field for researchers in finance nowadays. One topic that can be studied is related to the existence of anomalies in the cryptocurrency market. This research was conducted to examine whether the cryptocurrency market, especially on Bitcoin and Litecoin, has day-of-the-week and month-of-the-year effects. The Bitcoin and Litecoin were used as objects because they were a cryptocurrency with a large market capitalization. The data used were monthly cryptocurrency returns for examining the month-of-the-year-effect and daily returns for examining the day-of-the-week-effect from 2014-2018. GARCH (1,1) analysis was done to see these effects on the cryptocurrency market. The results indicate that the phenomena of day-of-the-week and month-of-the-year effect existed in the cryptocurrency market. Therefore, the cryptocurrency market was not an efficient market. The pattern in the Bitcoin and Litecoin could later be utilized by investors. The investors should buy Bitcoin at the end of January and they should sell them at the end of February. While, for the investors who traded daily, can trade Bitcoin in Monday, Wednesday and Thursday because in these days, the Bitcoin have the potential to generate daily profits.JEL Classification: G14, G19DOI: https://doi.org/10.26905/jkdp.v23i3.3005

REAKSI INVESTOR TERHADAP PENGUMUMAN LABA DAN UNEXPECTED EARNING PADA SEKTOR INFRASTRUKTUR SAAT MENGHADAPI KOS STICKINESS Silvia Putri Faridayanti; Robiyanto Robiyanto
Magisma: Jurnal Ilmiah Ekonomi dan Bisnis Vol 9 No 2 (2021): MAGISMA
Publisher : Magister Manajemen STIE Bank BPD Jateng

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35829/magisma.v9i2.148

The purpose of this study is to determine investors reactions to earnings announcements and unexpected earnings when facing stickiness cost. Sampling in this study used a purposive sampling technique with a total of 10 infrastructure companies listed on the IDX during 2015-2019. The analysis technique in this study uses panel regression analysis using EVIEWS 9. The results of this study indicate that there is no investor reaction to earnings announcements in infrastructure companies when there are low and high stickiness cost. However, when the company has a combined stickiness cost, there is an investor's reaction to the earnings announcement by seeing a positive CAR value which means good earnings quality. Unexpected Earning has no effect on companies that are facing stickiness cost, so the results of this study indicate that there is no investor reaction to unexpected earnings in infrastructure companies that have low, high, and combined stickiness cost. The conclusion of this study is that earnings information becomes less important in predicting future earnings.

THE EFFECT OF MACROECONOMIC VARIABLE ON RETURN AND VOLATILITY ON JII AND LQ-45 Hizkisevia Ayu Cahyapuspita; Robiyanto Robiyanto
Management & Accounting Expose Vol 4, No 1 (2021)
Publisher : Universitas Sahid

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36441/accounting.v4i1.284

The study analyze the effect of macroeconomic variables on returns and volatility. Previous research examines the effect of macroeconomic variables on volatility is still limited, and it is interesting to study. Previous research focuses on the effect of macroeconomic variables on JCI; therefore, this study will use JII and LQ-45. The analytical technique used in this study is GARCH. This study states that the Dow Jones and Gold indexes significantly negatively affect JII and LQ-45 returns, while crude oil and exchange rates significantly positively affect JII and LQ-45. The Dow Jones variable has no significant positive effect on JII volatility and negatively affects LQ-45 volatility. The exchange rate has a significant negative effect on the volatility of JII and LQ-45. Crude oil prices have an insignificant negative effect on JII and LQ-45 volatility, and gold has a significant positive effect on JII and LQ-45 volatility.

Co-Authors A. Harijono Adi Cahya Stefanus Adi Rahadi Putra Adiputri, Bio Labora Afi Virna Noviani Akhmadi Akhmadi Alfi Syahri Alfi Syahri Andrian Dolfriandra Huruta Anggraeny, Wafa Anggreini Pamilangan Anisha Cahyaningrum Apriani Dorkas Rambu Atahau Ardilla Putri Naina Sari Ashalia Fitri Yuliana Ashalia Fitri Yuliana Ashalia Fitri Yuliana Bagas Ari Nugroho Bonita Restu Dwijayati Budi Frensidy Budi Frensidy, Budi Cahyono, Aji Wikan Christina, Olivia Christopher Anthony Surya Dharma Dea Prastica Alsyahrin Dilla Andharini Dismas Oktavianto Djie Liveren Adjie Tehananda Eka Handriani Enrico Pranata Adiwidjojo Essy Indah Pangesti Etheldreda Gladys Salvatori Eva Nurlita Eva Nurlita Fahmi Ihwanul Arifin Fahmi Ihwanul Arifin Farrel Tegar Giovanni Fatikasari, Imania Gabriela Elvina Dwiastuti Siahaan Hadi, Natanael Kristolife Ardana Handayani, Heny Handriani, Eka Hans Hananto Andreas Happy Catherine Harijono Harijono Harjum Muharam Hartanto, Aldhi Fajar Heny Handayani Hizkisevia Ayu Cahyapuspita Irene Rini Demi Pangestuti Isna Anggita Jenifer Christiani Bowa Kezia Maylani Azalia Kezia Viona Sugiyanto Kristiana Oktavia Kristiana Oktavia Kumar, Joseph John Allwyn Lakaba, Angriana Maria Magdalena Marwanti Mesakh Prihanto Surya Putra Mikha Mandela Kapahang Naufal Dwinanda Narra Putra Nensya Yuhanitha Nila Listiana Nurlita, Eva Nurohman Nurohman P Purwanto Pamilangan, Anggreini Patrisinus Ceasar Gunadi Paulus Hartono Petrus Wijayanto Prayogo Prayogo Rihfenti Ernayani Ryan Bagas Wikantyoso Samuel Martono Silvia Putri Faridayanti Sintikhe Mega Treisya Siska Gita Pratiwi Siska Gita Pratiwi Siti Puryandani Stefan, Yonatan Alvin Stefanus Chandra Wibowo Stefanus, Adi Cahya Stefany Cindy Sugiyanto Sudjinan Sudjinan Sugeng Wahyudi, Sugeng Suryani, Cyndi Susanto, Auberta Danice Triyanto Triyanto Triyanto Ullanchiang Meillenia Tumbal Venina Cindy Kusumawati Vicho Dwindra Arisandhi Wafa Anggraeny Wisnu Mawardi Yahya Rechtiawan Djari Yefta Andi Kus Noegroho Yehezkiel Chris Setiawan Yonatan Alvin Stefan Yonatan Alvin Stefan Yosua Arif Susanto Yunita Yunita Yunita Yunita Yunita Yunita Yuvica Lara Rovantiane Yuvica Lara Rovantiane Adicondro Zuwan Nisfu Nahar

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