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Muflihul Khair
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INDONESIA
Jurnal Pasar Modal dan Bisnis
Published by The Indonesia Capital Market Institute
ISSN : -     EISSN : 27155595     DOI : https://doi.org/10.37194/
Core Subject : Economy, Science, Social,
Computer Science & IT Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice
The journal is designed to provide a platform for researchers, academicians, and practitioners who are interested in new knowledge and discussing ideas, issues, and challenges in the field of capital markets. JPMB is published by The Indonesia Capital Market Institute (TICMI).  It covers the following topics: - Capital Markets and Financial Institutions - Financial Instruments and Financial Innovation - Investment and Financial Decision Making - Valuation of Financial Assets - Financial and Non-Financial Information - Corporate Reporting & Investment Decision - Capital Market Governance & Sustainability - Investor Protection - Capital Markets Literacy and Inclusion - Financial Standards and Regulations - Crime in Capital Markets - Risk Management in Capital Markets - Financial Engineering & Derivatives - Islamic Capital Markets - Emerging Markets Studies - International Capital Markets - International/Regional Financial Center - Capital Markets Technology & Cybersecurity and related topics
Arjuna Subject : Bisnis, Menejemen, dan Akutansi (semua kategori) - Bisnis, Menejemen, dan Akutansi (Lain-Lain)
Articles 13 Documents
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Search results for , issue "Vol 3 No 1 (2021)" : 13 Documents clear
Analisis Pengaruh Fundamental Makro Ekonomi Terhadap Pergerakan Indeks Harga Saham Gabungan di Bursa Efek Indonesia Muhammad Ashary Anshar; Muh. Jabir
Jurnal Pasar Modal dan Bisnis Vol 3 No 1 (2021)
Publisher : The Indonesia Capital Market Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37194/jpmb.v3i1.73

Abstract

This study aims to analyze and determine the effect of inflation, exchange rates, and the Dow Jones index on the movement of the composite stock price index on the Indonesian stock exchange. The analysis method used in this research is multiple linear regression analysis, partial test (t test), determination coefficient test, and classical assumption test which consists of normality test, heteroscedasticity test, autocorrelation test and multicolonierity test with the help of SPSS statistic 24 for windows. The sample in this study is monthly data on inflation, exchange rates and the Dow Jones index with the observation period being 4 (four) years from 2016 - 2019. The results of this study indicate that inflation has a negative and insignificant effect on the movement of the composite stock price index on the Indonesian stock exchange, the exchange rate has a negative and significant effect on the movement of the composite stock price index on the Indonesian stock exchange, and the Dow Jones index has a positive and significant effect on the movement. composite stock price index on the Indonesian stock exchange.
Bagaimana Situasi Politik mempengaruhi Abnormal Return Saham Besar di Indonesia Lufthia Sevriana; Erie Febrian
Jurnal Pasar Modal dan Bisnis Vol 3 No 1 (2021)
Publisher : The Indonesia Capital Market Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37194/jpmb.v3i1.74

Abstract

This study presents data on abnormal stock return movements with simple calculations. The result of deep analysis using event study method from major stocks in each sector, prove that There is negative response by the market to the student demonstration during the end of September 2019 that create abnormal return condition until it gets back to be normal in the middle of October. The sectors studied include the banking sector, construction, infrastructure, consumer needs, media, industrial materials, machinery, mining, and health care. Stock returns in Indonesia with inefficient market conditions are vulnerable to issues. Capital markets tend to be easily influenced by political and macroeconomic conditions, but even though the condition of return is abnormal, investors still have the potential to get favourable results. Keywords: Stock market, Market efficiency, Event study, Stock Price, Stock Returns
Studi Peristiwa Masa Awal Pandemi Covid-19 dan Prediksi Analisis Teknikal Saham Perbankan Indonesia Elizabeth Lucky Maretha; Franciscus Xaverius Hendra Prasetya
Jurnal Pasar Modal dan Bisnis Vol 3 No 1 (2021)
Publisher : The Indonesia Capital Market Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37194/jpmb.v3i1.81

Abstract

The aim of the study was to examine events that occurred at the start of the Covid-19 pandemic and estimate the banking sector shares with technical analysis. The method used is a different test for each event, at the time of the first announcement of the Covid-19 pandemic in Indonesia, until the enactment of Large-Scale Social Restrictions (PSBB) for the first time in effect in Jakarta as the capital of Indonesia. As a result, when the Covid-19 pandemic was announced on Friday afternoon, it had an impact on trade transactions on Monday and Tuesday. This incident also caused a decline in stock trading, so that halt trading was imposed due to a decline in the JCI by more than five percent. The halt trading event itself has an impact on trading the following day. Whereas the Jakarta PSBB incident took place for the first time, the results had an impact for the first day as well as several days after the PSBB was implemented. Prediction of technical analysis shows that there is investor confidence after the government carries out fiscal and monetary policies for all companies that have an impact due to the Covid-19 pandemic. The banking sector estimate for November 2020, in the short term, has increased.

Page 2 of 2 | Total Record : 13

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