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All Journal Jurnal Keuangan dan Perbankan Journal of Applied Finance & Accounting Journal of Business Strategy and Execution PROSIDING SEMINAR NASIONAL CENDEKIAWAN Populis : Jurnal Sosial dan Humaniora Jurnal Manajemen Indonesia Jurnal Ekonomi dan Bisnis Syntax Literate: Jurnal Ilmiah Indonesia Indikator: Jurnal Ilmiah Manajemen & Bisnis Jurnal MoZaiK Journal of Entrepreneurship, Management and Industry (JEMI) International Journal of Financial, Accounting, and Management Dinasti International Journal of Management Science Dinasti International Journal of Education Management and Social Science Dinasti International Journal of Digital Business Management Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences Dinasti International Journal of Economics, Finance & Accounting (DIJEFA) International Journal of Social and Management Studies (IJOSMAS) Kontigensi: Jurnal Ilmiah Manajemen Journal of Social Research Business and Entrepreneurial Review Media Ekonomi International Journal of Entrepreneurship and Business Management Asean International Journal of Business Research of Business and Management Research of Economics and Business Research of Finance and Banking IIJSE Jurnal Penelitian Pendidikan Indonesia International Journal of Economics, Accounting, and Management International Journal of Digital Marketing Science International Journal of Applied Management and Business International Journal of Economics and Management Research
Pardomuan Sihombing, Pardomuan
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Religion Arts Humanities Chemical Engineering, Chemistry & Bioengineering Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Social Sciences Other

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Journal : Jurnal Keuangan dan Perbankan

 1 
The determinants of idiosyncratic volatility in Indonesia banking industries Amrie Firmansyah; Pardomuan Sihombing; Sri Yani Kusumastuti
Jurnal Keuangan dan Perbankan Vol 24, No 2 (2020): April 2020
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (629.949 KB) | DOI: 10.26905/jkdp.v24i2.3851

Abstract

This study aims to examine the determinants of idiosyncratic volatility. This study uses firm fundamentals, institutional ownership, interest rates as idiosyncratic volatility determinants. The firm fundamentals of this study are represented by firm size, profitability, operating performances, dividend policy, and price to earnings ratio. Institutional ownership represents the ownership of the company’s shares by financial companies. The interest rates are represented by 3-month bank deposit rates for one year. The research method uses a quantitative approach with secondary data. Hypothesis examining is conducted by panel data regression analysis. By using a purposive sampling method, the company selected is 24 banking sector companies with observation time from 2012 up to 2018. Thus, the total sample in this research amounted to 168 firm-year. The result of the study suggests that firm size, price-earnings ratio, dividend policy, profitability, and interest rates are negatively associated with idiosyncratic volatility. However, operating performance and institutional ownership are not associated with idiosyncratic volatility.JEL Classification: E43, G21, G32 How to Cite:Firmansyah, A., Sihombing, P., Kusumastuti, S. Y. (2020). The determinants of idiosyncratic volatility in Indonesia banking industries. Jurnal Keuangan dan Perbankan, 24(2), 175-188.DOI: https://doi.org/10.26905/jkdp.v24i2.3851
Stock Selection and Market Timing Ability to Increase Indonesia's Equity Mutual Fund Performance Sihombing, Pardomuan; Manurung, Arifin Hasudungan; Zakchona, Elia
Jurnal Keuangan dan Perbankan Vol 27, No 2 (2023): April 2023
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/jkdp.v27i2.11047

Abstract

This study investigates the effect of stock selection, market timing, and fund size on the mutual fund’s performance with Covid-19 as a moderating variable. The sample data is limited to the listed conventional mutual funds supervised by the financial service authorization from 2014 to 2021, denominated in Rupiah currency, have a complete report, and have more than Rp 350 billion in fund equities. The sample data implements twenty-eight of the listed conventional mutual funds and is examined by a random method of Panel data multi-regression with moderated regression analysis (MRA). The result shows that market timing positively affects, and Covid-19 can enhance the effect of stock selection on the mutual fund’s performance. Meanwhile, stock selection, fund size, and Covid-19 do not affect the mutual fund’s performance. Covid-19 cannot moderate the effect of market timing and fund size on the mutual fund’s performance. Fund managers highlight market timing as a crucial indicator of obtaining more returns, and Covid-19 is the best moment to select and collect potential stock at affordable prices and trade them to get more returns after the crisis. DOI: 10.26905/jkdp.v27i4.11047
Co-Authors ,, Rizal Abitur Asianto Agustina Suparyati, Agustina Amanda Yosephine Bonowati Amrie Firmansyah Anastasia Sianturi Andy Kurniawan, Andy Ardhiani Fadila Ardy Fardiansyah Arifin Hasudungan Manurung Augustina Kurniasih Bonowati, Yosephine Amanda Christi, Eva Aprilia Cynthia Java Al Maduri Dadan Nurhidayat Desmita Desmita Diamanta Putri, Rimada Diamanta Putri Difoasih, Garys Dini Hariyanti Ecryna Cyntia Hutapea Elia Zakchona Erlangga Tri Adhiguna Fitri Apriyana Gultom, Hesekiel Maranatha Gusfriyanto, Harri Hati, Elyana Husni, Ricky Albert Hutajalu, Clinton Banua Betlehem Ida Busnetty Indira Puspa Gustiah Irwan Daud Irwan Daud Jayawarsa, A.A. Ketut Kartikasari, Rachma Kasman Pandiangan Kuncoro, Ignatius Bayu Kwee, Yohanes Leni Hartati Levy Perwiro Garnoko Manik, Defriyanti Cicilia Manurung, Arifin Hasudungan Melitana, Cyndi Loisa Muhamad Taufiq Muhammad Sahirul Alim Muhammad Zilal Hamzah Mukhlis Novawiguna K, . . Nur Kamri Hardi Oktavia, Dinda Prabowo, Bumi Prabu Prakosa Andiantyo Pranata, Natanael Priambhodo, Yohanes Dimas Priyo Adiwibowo Putra, Rubby Prastya Putra, Wahyu Sastra Reza Alfianto Siregar, Muhammad Richo Dany Wijaya Richo Dany Wijaya, Richo Dany Rizal , Samsuar, Alfan Samsudin, Idris Sarva Jayana, Nur Satria Fajar Maulana Siagian, Fahri Gunawan Sri Dewi Nur Pasha Sri Marti Pramudena Sri Yani Kusumastuti Suhandi Suhandi Suhandi, Suhandi Sumiyarti Sundoro, Hary Saputra Tri Kunawangsih Tri Kunawangsih Purnamaningrum Triadji, Iwan Tumpal Samosir Tyara Pratiwi Poernomoputri VICTOR SIAGIAN Wahyuningsih, Mutia Yosephine Amanda Bonowati Zakchona, Elia Zakchona, Elia