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All Journal Jurnal Kajian Akuntansi At-Tamwil: Journal of Islamic Economics and Finance
Junaedi Yusuf, Junaedi
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Economics, Econometrics & Finance

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Efektivitas Pemasaran Produk Tabungan Syariah BATARA iB BTN Pada Masa Pandemi Yusuf, Junaedi; Isnandar, Fajri Ryan
At-Tamwil: Journal of Islamic Economics and Finance Vol 4 No 1 (2025): At-Tamwil: Journal of Islamic Economic and Finance
Publisher : LPPM Universitas Islam 45

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33558/attamwil.v4i1.11353

Abstract

This research aims to analyze the marketing strategy of the Bank Tabungan Negara (BTN) Batara iB product during the COVID-19 pandemic, focusing on a case study at BTN Syariah Branch Office (KC) Bekasi. The research employs a field research method with a descriptive qualitative approach. Data were collected through direct observation and interviews with key stakeholders. The identified marketing strategies include direct selling methods such as cross selling, open table, door-to-door, and personal selling. The study also applies the marketing mix framework, which includes four main elements: product, price, place, and promotion. The findings indicate that conventional marketing activities were limited due to pandemic restrictions, prompting BTN Syariah KC Bekasi to shift its marketing strategies to digital platforms. The promotion of the Batara iB product was carried out through social media channels such as the official website, Instagram, Facebook, and YouTube. This digital transformation is seen as a strategic adaptation to social distancing measures and the increasing digitalization of banking services. The online marketing approach proved effective in maintaining product visibility and reaching a broader customer base. This study is expected to serve as a reference for developing sharia banking marketing strategies during crises and in post-crisis periods.
Pengaruh Anomali Pasar terhadap Return Saham Perusahaan LQ-45 Kasdjan, Allan Moechamad Zaennoer; ., Nazarudin; Yusuf, Junaedi
Jurnal Kajian Akuntansi Vol 1 No 1 (2017): JUNI 2017
Publisher : Universitas Swadaya Gunung Jati

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33603/jka.v1i1.512

Abstract

Abstract The debate about the concept of efficient markets are still common among experts until now. However emerged a number of new studies which suggested market anomaly which is a deviation from the concept of efficient markets. One kind of market anomalies is most often observed seasonal anomalies in this study consisted of the day of the week effect, week four effect, and the January effect. This research aims to determine whether there are significant market anomalies on stock return. The unit of analysis in this study is the daily stock return data LQ-45 from the date of July 1st, 2013 to June 30th , 2014. The sample in this research is secondary data and selected by using purposive sampling method. The sample of this research consist of 37 companies listed in index LQ-45 consistently in the period July 1st, 2013 to June 30th, 2014. The analysis method of this research used regression analysis with dummy variable.The result of this research showed that the day of the week effect didn’t have negative significant effect to stock return, week four effect didn’t have negative significant effect to stocks return, and Jauary effect didn’t have positive significant effect to stock return. Keywords: Day Of The Week Effect; Week Four Effect; January Effect; Stock Return; Market Anomaly. Abstrak Perdebatan tentang konsep pasar yang efisien masih umum di kalangan para ahli sampai sekarang. Namun, kemunculan pasar anomali yang merupakan penyimpangan dari konsep pasar yang efisien. Salah satu jenis anomali pasar adalah anomali musiman yang paling sering diamati dalam penelitian ini yang terdiri dari efek hari minggu, efek minggu keempat, dan bulan Januari Efek Penelitian ini bertujuan untuk mengetahui apakah ada anomali pasar (efek hari minggu, efek minggu ke empat, pengaruh Januari) terhadap return saham. Unit analisis dalam penelitian ini adalah data return saham harian LQ-45 Dari tanggal 1 Juli 2013 sampai 30 Juni 2014. Penelitian ini memanfaatkan data sekunder dengan metode purposive sampling. Konsistensi LQ-45 pada periode 1 Juli 2013 sampai 30 Juni 2014. Metode analisis dalam penelitian ini adalah hasil dari penelitian ini Pengaruh efek minggu ini tidak berpengaruh negatif terhadap return saham, pengaruh minggu ke empat tidak memiliki Efek negatif terhadap return saham, dan efek January tidak berpengaruh positif terhadap return saham.Kata kunci: Day Of The Week Effect; Week Four Effect; January Effect;Stock Return; Anomali Pasar.
Co-Authors Allan Moechamad Zaennoer Kasdjan, Allan Moechamad Zaennoer Fajri Ryan Isnandar, Fajri Ryan Nazarudin