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All Journal Jurnal Organisasi Dan Manajemen
Said Kelana Asnawi
Dosen Institut Bisnis dan Informatika Indonesia (IBII)
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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PENGARUH FAKTOR FUNDAMENTAL PERUSAHAAN TERHADAP RETURN SAHAM Purnama, Egis Tubagus; Asnawi, Said Kelana; Lestari, Etty Puji
Jurnal Organisasi dan Manajemen Vol 14 No 1 (2018)
Publisher : LPPM Universitas Terbuka

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Abstract

This research is conducted to analyze the influence of fundamental factor of company to stock return on coal mining sector which listed in Indonesia Stock Exchange in year 2014-2016. Fundamental factors are represented by CR, MP/TA, FA/TA, DER and ROA. The object of this research is the coal mining sector companies listed on the Indonesia Stock Exchange which submits the financial statements during the period 2014-2016. The sample of this research consists of 11 companies and 33 observations. Statistical methods used in this research is multiple regression analysis.The results of this research indicate that FA/TA and ROA affect stock return on coal mining sector which listed in Indonesia Stock Exchange in year 2014-2016, while CR, MP/TA, and DER  do not affect to stock return on coal mining sector which listed in Indonesia Stock Exchange in year 2014-2016. Penelitian ini dilakukan untuk menganalisis pengaruh faktor fundamental perusahaan terhadap return saham pada sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia pada tahun 2014-2016. Faktor fundamental di wakili oleh CR, MP/TA, FA/TA, DER dan ROA. Obyek penelitian ini adalah perusahaan yang termasuk di dalam sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia yang menyampaikan laporan keuangan sepanjangperiode tahun 2014-2016. Sampel penelitian ini terdiri dari 11 perusahaandengan jumlah pengamatan sebanyak 33 pengamatan. Metode statistik yang di gunakan dalam penelitian ini adalah analisa regresi berganda. Hasil penelitian ini menunjukan bahwa FA/TA dan ROAmemberikan pengaruh teradap return saham pada sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia pada tahun 2014-2016, sedangkan CR, MP/TA dan DER tidak memberikan pengaruh terhadap return saham pada sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia pada tahun 2014-2016.
PENGARUH FAKTOR FUNDAMENTAL PERUSAHAAN TERHADAP RETURN SAHAM Purnama, Egis Tubagus; Asnawi, Said Kelana; Puji Lestari, Etty
Jurnal Organisasi Dan Manajemen Vol 14 No 1 (2018)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (716.063 KB) | DOI: 10.33830/jom.v14i1.149.2018

Abstract

This research is conducted to analyze the influence of fundamental factor of company to stock return on coal mining sector which listed in Indonesia Stock Exchange in year 2014-2016. Fundamental factors are represented by CR, MP/TA, FA/TA, DER and ROA. The object of this research is the coal mining sector companies listed on the Indonesia Stock Exchange which submits the financial statements during the period 2014-2016. The sample of this research consists of 11 companies and 33 observations. Statistical methods used in this research is multiple regression analysis.The results of this research indicate that FA/TA and ROA affect stock return on coal mining sector which listed in Indonesia Stock Exchange in year 2014-2016, while CR, MP/TA, and DER  do not affect to stock return on coal mining sector which listed in Indonesia Stock Exchange in year 2014-2016. Penelitian ini dilakukan untuk menganalisis pengaruh faktor fundamental perusahaan terhadap return saham pada sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia pada tahun 2014-2016. Faktor fundamental di wakili oleh CR, MP/TA, FA/TA, DER dan ROA. Obyek penelitian ini adalah perusahaan yang termasuk di dalam sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia yang menyampaikan laporan keuangan sepanjangperiode tahun 2014-2016. Sampel penelitian ini terdiri dari 11 perusahaandengan jumlah pengamatan sebanyak 33 pengamatan. Metode statistik yang di gunakan dalam penelitian ini adalah analisa regresi berganda. Hasil penelitian ini menunjukan bahwa FA/TA dan ROAmemberikan pengaruh teradap return saham pada sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia pada tahun 2014-2016, sedangkan CR, MP/TA dan DER tidak memberikan pengaruh terhadap return saham pada sektor pertambangan batu bara yang terdaftar di Bursa Efek Indonesia pada tahun 2014-2016.
Does Black Monday appear on The Indonesia Stock Exchange? Asnawi, Said Kelana; Salim, Giovanni; Malik, Wahid Abdul
Jurnal Organisasi dan Manajemen Vol. 16 No. 1 (2020)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (387.647 KB) | DOI: 10.33830/jom.v16i1.780.2020

Abstract

Stock transactions are based on a daily transaction,where Monday begins more closed time than other days. For this reason, Monday is more volatile than other days. Findings. We find that a positive return opportunity larger (more than 60%) occurs on all trading days.This result indicates the potential for Investment in Indonesia Stock Exchange. We also found “Black Monday” in sectors 1 and 9, indicate Monday Lower Return and Volume compare other days. About 77% results Monday volume lower than other days. This shows Monday trading activity has not risen. This situation does not fit the hypothesis, where after the holiday weekend, investors are eager to invest. In this case, it means that at the weekend, more negative information, so that trade transactions have not increased. Regarding the correlation between (ρ) return(o-c) and return(c-c) it is found that almost all are significantly positive except in sector 4; 5; total and LQ 45. This positive correlation indicates that not much information flow entered when the market was closed.
Does Friday-Monday Dance with Harmony? Asnawi, Said Kelana; Wijaya, Chandra; Siagian, Dergibson; Alzah, Salam Fadillah
Jurnal Organisasi dan Manajemen Vol. 17 No. 1 (2021): January - June
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33830/jom.v17i1.1261.2021

Abstract

This research is about the weekend effect, a combination of Friday and Monday, and its impact on Monday trading volume. It was found that there was no association between Friday return and Monday return. Still, they occur a combination both Friday and Monday negative return was more than combination both Friday and Monday positive return. There are both combinations (Friday and Monday), and price fluctuation has not affected Monday's volume. There is also no difference in characteristics between groups: Friday and Monday negative return and Friday and Monday positive return. Thus, Friday-Monday dances with harmony; the efficient market occurs. Keywords: Weekend Effect; Trading Volume; Liquidity; Risk-Return; Market Efficient
Co-Authors Chandra Wijaya Dergibson Siagian Etty Puji Lestari Malik, Wahid Abdul Purnama, Egis Tubagus Purnama, Egis Tubagus Salam Fadillah Alzah Salim, Giovanni