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All Journal Jurnal Ilmu Manajemen (JIM) Jurnal Tirtayasa Ekonomika (Tirtayasa Economica Journal) JRMSI - Jurnal Riset Manajemen Sains Indonesia Jurnal Abdi Masyarakat (JAM) Jurnal Abdi: Media Pengabdian Kepada Masyarakat ARBITRASE: JOURNAL OF ECONOMICS AND ACCOUNTING Jurnal Ilmiah Wahana Pendidikan International Journal of Economics, Management, Business, and Social Science Journal of Social Responsibility Projects by Higher Education Forum Sibatik Journal : Jurnal Ilmiah Bidang Sosial, Ekonomi, Budaya, Teknologi, Dan Pendidikan Abimanyu: Journal of Community Engagement Accounting and Finance Studies

R.A. Sista Paramita

Universitas Negeri Surabaya

Author-ID : 3140590

Religion Aerospace Engineering Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Materials Science & Nanotechnology Mathematics Social Sciences Other

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Analisis Perbedaan Abnormal Return dan Cumulative Abnormal Return Emiten Sektor Keuangan Sekitar Pemilu 17 April 2019 Raya, Cahyono Jagad; Paramita, R.A Sista
Jurnal Ilmu Manajemen Vol 8, No 3 (2020)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

This research was prepared using the event study method to analyze the Indonesian capital market reaction to a political event that can be seen from differences in abnormal returns and cumulative abnormal returns of shares before and after the general election event on 17 April 2019. The observation period carried out for 11 days consisted of 5 days before the event date, one-day event date, and 5 days after the event date. The population of the data used are financial sector companies listed in the period January to April 2019 on the Indonesia Stock Exchange, then the sample was taken using a purposive sampling obtained as many as 73 of 91 companies. While the data amalgamation technique uses the Wilcoxon Signed Rank Test because the data used doesnâ€™t meet the assumption of normality. The results showed that there were no differences in abnormal returns and cumulative abnormal returns of financial sector issuers between before and after the general election 17 April 2019. Therefore, the general election 17 April 2019 didnâ€™t contain important information for market participants so the market didnâ€™t overreact.

Pengaruh Kinerja Keuangan dan Makroekonomi terhadap Return Saham Perusahaan Property dan Real Estate di BEI Periode 2014-2017 Nugraheni, Rina; Paramita, R.A Sista
Jurnal Ilmu Manajemen Vol 8, No 4 (2020)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

This study aims to provide empirical evidence related to the effect of financial and macroeconomic performance on stock returns. Samples were taken using a purposive sampling technique and found 171 companies that routinely report financial reports, did not do a stock split, and did not conduct an IPO during 2014-2017. The data analysis technique used in this study was a multiple regression analysis using the SPSS 23 application. The results showed that simultaneous independent variables influence stock returns. Partial test results in this study showed that financial performance variables that were proxied by the Current ratio, PER, DER, PBV, and TATO did not affect stock returns, while macroeconomics (inflation and exchange rates) had a significant negative effect on stock returns. Macroeconomic factors are more influential on stock returns and responded by investors directly suitable for short-term investments, while financial performance requires time to be responded by stock returns and more suitable for long-term investments.

Pengaruh CAR, NPF, FDR, Inflasi dan BI Rate terhadap Profitabilitas Perusahaan Perbankan Syariah di Indonesia Periode 2014-2018 Fadillah, Nanda Nur Aini; Paramita, R.A. Sista
Jurnal Ilmu Manajemen Vol 9, No 1 (2021)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

This study aims to analyze whether internal and external factors can affect Sharia banks' profitability in Indonesia because data is viewed data that the profitability of Sharia banks in Indonesia is increasing. However, Sharia banks' development decreases from the number of Sharia bank offices in Indonesia that remain even declining annually. The population used in this study is 14 Islamic commercial banks in Indonesia which the Financial Services Authority registers (OJK) rather than those filtered using specific criteria as stipulated during 2014-2018 in Indonesia and published financial statements for all periods of study and finally gained ten banks, this type of research is a quantitative causal. The results showed that one of the internal factors of the Capital Adequacy Ratio (CAR) had a positive influence over Sharia banking profitability (ROA) and other variables such as Non-Performing Finance (NPF), Financing of Debt Ratio (FDR), inflation, and BI Rate had no effect on Return On Asset (ROA).

Pengaruh Capital Adequacy Rasio, Dana Pihak Ketiga, dan Non Performing Loan, terhadap Profitabilitas dengan LDR sebagai Variabel Intervening pada Bank Umum Konvensional di Indonesia Alphamalana, Ivan Lisfi; Paramita, Sista
Jurnal Ilmu Manajemen Vol 9, No 1 (2021)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

The Bank is an institution that has a role as a financial intermediary between parties who need funds and can facilitate the payment flows. Additionally, The Bank has a function as industries that rely on public trust, so the health level of the Bank needs to be maintained. Profitability is essential for a bank because it measures a company's effectiveness in generating profits by maximizing its assets. This research aim is to investigate the effect of Capital Adequacy Ratio (CAR), Third Parties Funds (TPF), dan Non-Performing Loan (NPL), on Profitability with LDR as Intervening Variables. This research population is conventional commercial banks in Indonesia between 2012 to 2016. This research type is causality research using quantitative dataâ€”the sampling technique using a purposive sampling total of 150 samples. The statistical analysis tool in this research is lane analysis with software versions of AMOS 22 and IBM SPSS. The conclusion from this research results that CAR, TAPI F, and NPL variables affect LDR. The CAR, TPF, and LDR variables have not affected profitability, while the NPL variable affects profitability. Furthermore, CAR, TPF, and NPL cannot mediated by LDR.

Pengaruh Kinerja Keuangan dan Struktur Modal terhadap Nilai Perusahaan Basic Industry and Chemical Periode 2013-2017 Sari, Devy Kurnia; Paramita, R.A. Sista
Jurnal Ilmu Manajemen Vol 9, No 2 (2021)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

This research is to examine the effect of profitability, leverage, and capital structure on firm value. The type of research is quantitative research. Research object at the basic industry and chemical sector in Indonesia Stock Exchange from 2013 to 2017. The dependent variable in this research is firm value. The independent variables in this research are profitability, leverage, and capital structure. Sampling is collected by using a purposive sampling method that produces 29 companies as a sample from a population of 60 companies. Data collection techniques used are literature study and documentation. The statistical analysis used in this study was using SPSS. The model used to test the relationship between independent variables with dependent variables is a multiple linear regression analysis. The results of the analysis show that profitability has a positive effect on firm value. On the other hand, leverage has a negative effect on firm value. In contrast, the capital structure does not affect the firm value. Therefore, the implication of this research for companies is that the companies can use profitability and leverage to know their firm value and increase it. Also, this research implies that investors can use profitability and leverage to make investment decisions for investors.

Pengaruh Indeks SSEC, N225, STI, dan Faktor Makroekonomi terhadap IHSG Prahesti, Sebtian Dwi; Paramita, R.A Sista
Jurnal Ilmu Manajemen Vol 8, No 3 (2020)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

This study is to determine the effect of the exchange rate, inflation, the money supply, BI Rate, The Fed, SSEC (Shanghai Stock Exchange Composite Index), N225 (Nikkei 225), and STI (Strait Time Index) on the Composite Stock Price Index. The dependent variable is the CSPI (Y) and the independent variable of macroeconomic factors namely the exchange rate (X1), inflation (X2), money supply (X3), and BI Rate (X4), The Fed (X5), and the global index such as SSEC (X6), Nikkei 225 (X7), and STI (X8). This study implements multiple linear regression analysis methods of Statistical Package for Social Science. This study indicates that the exchange rate and the Strait Time Index influence the Composite Stock Price Index, while the inflation variable, the money supply, BI Rate, The Fed interest rate, the SSEC, and the Nikkei 225 donâ€™t affect the CSPI (Composite Stock Price Index). Inflation doesnâ€™t affect the CSPI because inflation in the research period is still relatively mild. The money supply doesnâ€™t affect the CSPI because people tend to use their money to invest in the money market rather than investing in shares. The BI rate doesnâ€™t affect CSPI because the BI Rate is not a parameter for investors in investing. The Fed doesnâ€™t affect CSPI because investors do not use The Fed Rate as a benchmark in investing. SSEC and N225 index donâ€™t affect the CSPI due to other factors outside the economy that affect the movement of the index.

Pengaruh Makroekonomi dan Indeks Global terhadap Indeks Harga Saham Gabungan Selama Pandemi COVID-19 di Indonesia Artha, Algia; Paramita, R.A. Sista
Jurnal Ilmu Manajemen Vol 9, No 2 (2021)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

The COVID-19 pandemic has affected many sectors, one of which is the capital market. The Coronavirus has claimed lives and can shake the order of life of a country. From an economic point of view, almost all countries experience a recession, a reduction in economic activity, increased unemployment, and a decline in people's purchasing power. This research examines the effect of the BI interest rate, exchange rate, inflation, SSEC index, KLSE index, SET index, and DJIA index on the Composite Stock Price Index.Â The research population is daily data during the COVID-19 pandemic in Indonesia from March 2020 to November 2020. The sampling technique uses purposive sampling. The number of samples is 111 data.Â The data analysis method uses multiple linear regression with IBM SPSS 25 software tools. The results show that the rupiah exchange rate against the US dollar has a negative effect and the Kuala Lumpur Stock Exchange has a positive effect on the Composite Stock Price Index, while the BI interest rate, inflation, SSEC index, the SET index and the DJIA index have no impact on the Composite Stock Price Index. However, all independent variables simultaneously affect the Composite Stock Price Index.

Analisis Pengaruh BI Rate, Kurs, Inflasi, Harga Minyak, dan Harga Emas Dunia terhadap Indeks Harga Saham Gabungan Periode 2016-2019 Anggriana, Ringga Samsurufika; Paramita, R.A Sista
Jurnal Ilmu Manajemen Vol 8, No 3 (2020)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

This research is to explain the influence of BI Rate, Exchange Rate, Inflation, Crude Oil Price, and World Gold Price toward Composite Stock Price Index (CSPI). Type of research used in causality research with a quantitative approach. The sample was based on monthly time series data from January 2016 until December 2019, using a full sampling method that consists of 48 samples. This research used a multiple linear regression method. The value coefficient of determination (R2) is 0,209, means the independent variables BI Rate, Exchange Rate, Inflation, Crude Oil Price, and World Gold Price explain the dependent variable Composite Stock Price Index (CSPI) up to 20,9% and the remaining 70,1% explained by the other. Simultaneous test result (F test), indicating that BI Rate, Exchange Rate, Inflation, Crude Oil Price, and World Gold Price has a significant effect on the Composite Stock Price Index (CSPI). Partial test result (t-test), indicates that BI Rate, Inflation, Crude Oil Price, and World Gold Price showed an insignificant influence on CSPI, while Exchange Rate harmed CSPI. The practical implication of this research provides information to investors to find out that variables affect toward Jakarta Composite Index (JCI).

Analisis Sell in May and Go Away di Bursa Efek Indonesia dan Malaysia Periode 2017-2019 Zarika, Laila Marta; Paramita, R.A. Sista
Jurnal Ilmu Manajemen Vol 9, No 1 (2021)
Publisher : UNESA In Collaboration With APSMBI (Aliansi Program Studi dan Bisnis Indonesia)

In May and Go Away (SMGA), Sell is a type of seasonal Anomaly, which historically originated in Europe and America that between May-October returns lower than the other periods from November to April. This research aims to determine the difference in abnormal return in the May-October (Worst period) period and November-April (Best period) in Indonesia and Malaysia Stock Exchange between 2017 to 2019. This test conducted using the company's stock price data samples listed on the LQ45 index in the Indonesia Stock Exchange and the FBMKLCI index in the Malaysia Stock Exchange period 2017 to 2019. Hypothesis testing using paired sample t-test to answer if there is a difference in return between the best period and the worst period, to prove the Sell's existence in May and Go Away. The results showed no difference returns between the best and worst periods in the Sell in May and Go Away phenomenon at the Indonesia and Malaysia Stock Exchange period 2017 to 2019. The Investor considers SMGA as not a phenomenon containing excellent or bad information that is capable of affecting the price movement of shares so that SMGA as a strategy to buy stocks in the best period and sell in the worst period is no longer relevant

PELATIHAN PEMASARAN ONLINE PADA PELAKU USAHA KERIPIK TEMPE DAN KERIPIK BUAH DESA SUKOREJO KECAMATAN SIDAYU KABUPATEN GRESIK Indawati, Nurul; juniarti, rosa prafitri; paramita, sista; indarwati, tias andarini
Jurnal ABDI: Media Pengabdian Kepada Masyarakat Vol 7, No 1 (2021)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/ja.v7n1.p18-22

UMKM Desa Sukorejo memiliki beberapa produk unggulan yang tergabung dalam BUMDes Podhojoyo Sukorejo. Banyaknya produk yang dihasilkan oleh UMKM setempat, mendorong masyarakat dan pengelola BUMDes Podhojoyo Sukorejo untuk belajar terkait pemasaran online. Kegiatan PKM ini berupaya memberikan pelatihan dan pendampingan pemasaran online dengan materi pelatihan mengenai konsep komunikasi pemasaran dan pengenalan aplikasi pendukung pemasaran online (Shopee). Metode yang digunakan adalah pelatihan dan pendampingan serta monitoring evaluation agar proses pelaksanaan program PKM ini dapat berjalan sesuai rencana, memperoleh hasil sesuai harapan dan tuntas dilaksanakan. Hasil pelatihan pemasaran online menunjukan bahwa peserta menjadi lebih mengetahui besarnya peluang pasar melalui toko online. Selain itu, peserta juga lebih mengetahui proses memasarkan produk yang dimiliki pada toko online.Â Kata Kunci: pemasaran online, toko online, pelatihan dan pendampingan

Co-Authors Abid Rabbulizat Rajendra Ekofani Algia Artha Alifa Salsabila Hidayat Alphamalana, Ivan Lisfi Anang Kistyanto Anggriana, Ringga Samsurufika Artha, Algia Cahyono Jagad Raya Devy Kurnia Sari Dwi Novia Fadillah, Nanda Nur Aini Fandi Fathoni Fandi Fatoni Imami Arum Tri Rahayu Ivan Lisfi Alphamalana Khoirur Rozaq Laila Marta Zarika Muh Ariffudin Islam Nanda Nur Aini Fadillah Nugraheni, Rina Nurul Indawati Prahesti, Sebtian Dwi Purwohandoko Purwohandoko Raya, Cahyono Jagad Rina Nugraheni Ringga Samsurufika Anggriana Riska Dhenabayu Riski Ardiyansyah Rosa Prafitri Juniarti Sari, Devy Kurnia Sebtian Dwi Prahesti Sultan Laska Ortega Tias A. Indarwati Tias Andarini Indarwati Ulil Hartono Yuyun Isbanah Zarika, Laila Marta

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