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Impact Bureaucratic Structure And Legal Audit On Optimization Of Local Government Property Management Rizkia Chudri, Intan; Desy Purnamasari; Hafifa Delly
Al-Mal: Jurnal Akuntansi dan Keuangan Islam Vol. 6 No. 2 (2025): Desember 2025
Publisher : Universitas Islam Negeri Raden Intan Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24042/9p7p1v79

Abstract

This study aims to analyze the impact of bureaucratic structure and legal audit on the optimization of Local Government Property management in the Aceh Besar District Government. Using a quantitative approach, data were collected via questionnaires from officials across regional apparatus organizations. The findings indicate that, collectively, bureaucratic structure and legal audit exert a significant positive influence on the optimization of asset management. Furthermore, when examined individually, each independent variable also demonstrates a positive effect. A well-defined bureaucratic structure contributes to more organized and accountable management practices. Similarly, the implementation of legal audits strengthens the legal certainty of asset ownership and helps prevent disputes, thereby supporting more optimal asset utilization. The study concludes that both a sound bureaucratic framework and regular legal audits are crucial factors in enhancing the effectiveness and efficiency of local government property management
THE RELATIONSHIP BETWEEN TRADING VOLUME AND STOCK PRICE VOLATILITY IN THE INDONESIAN CAPITAL MARKET Hafifa Delly
GLOBAL RESEARCH IN ECONOMICS AND ADVANCE THEORY (GREAT) Vol 1 No 2 (2024): GREAT Journal
Publisher : GREET

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.65788/greatjournal.v1i2.50

Abstract

This study investigates the relationship between trading volume and stock price volatility in the Indonesian capital market, an emerging market characterized by rapid investor growth and heightened sensitivity to global shocks. Using daily data from 100 companies listed on the Indonesia Stock Exchange (IDX) between 2018 and 2023, including LQ45 constituents, the analysis employs regression and correlation models, controlling for firm size, sector, interest rates, and inflation. Volatility is measured by the standard deviation of daily returns, while trading volume is captured in absolute and average daily terms. The results reveal a strong positive correlation (r = 0.65) between trading activity and volatility, confirming that heightened trading often amplifies price fluctuations. Regression analysis shows that a 1% increase in trading volume leads to a 0.5% rise in volatility (p < 0.01). Sectoral heterogeneity is evident, with technology stocks showing the strongest sensitivity (r = 0.72) and consumer goods displaying moderate responses. The findings underscore that while trading volume is a critical driver of volatility, external shocks and investor sentiment also play important roles. This research contributes to the literature by providing large-scale empirical evidence from Indonesia and offers practical implications for investors and regulators in managing risk and ensuring market stability.