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All Journal Jurnal Pasar Modal dan Bisnis Jurnal Ilmiah ASET
Widuri Kurniasari
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Computer Science & IT Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice Social Sciences

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Model Perilaku Investor Individu Indonesia Sebelum dan Masa Pandemi Covid-19 Elizabeth Lucky Maretha Sitinjak; Kristiana Haryanti; Widuri Kurniasari; Yohanes Wisnu Djati Sasmito
Jurnal Pasar Modal dan Bisnis Vol 4 No 1 (2022)
Publisher : The Indonesia Capital Market Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37194/jpmb.v4i1.70

Abstract

The purpose of this study makes model the behavior of individual stock investors before and during the Covid-19 pandemic from macroeconomic information, accounting information, technical information, and personalities. The method used is Focus Group Discussion (FGD) and then using the Analytical Hierarchy Process (AHP) will form a model, while the quantitative data is processed using Tetrad V to get the next model. The results obtained by macroeconomic information affect both accounting and technical information. However, the behavior of individual stock investors in Indonesia is very reliable for investor personalities in making their stock investment decisions compared to the information received. There is a shift in the behavior of rational investors to irrational and vice versa irrational to rational investors. We mention hybrid behavior when market conditions enter the Covid-19 pandemic. DISC personalities, investors, individuals before the pandemic period tend to be precise (a combination of stability and compliance), when entering a pandemic, the personality tends to tend towards stability.
Stock Splits Mampukah Memprediksi Perubahan Laba Masa Datang Yusni Warastuti; Widuri Kurniasari
Jurnal Ilmiah Aset Vol 10 No 1 (2008): Jurnal ASET Volume 10 No 1
Publisher : STIE Widya Manggala

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Abstract

This study examines whether stock splits announcement contain information about future profitability, measured in terms of future earnings change. Our empirical result show evidence that runup price and price prior stock splits event are positively related to stock split factor and significant. Indeed, we find that split factors signal not only unable to predict future earnings change, after controlling for current profitability.
Co-Authors Kristiana Haryanti Maretha, Elizabeth Lucky Y. Wisnu Djati Sasmito Yusni Warastuti