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All Journal Jurnal Akuntansi Bisnis Jurnal Organisasi Dan Manajemen JOURNAL OF APPLIED BUSINESS ADMINISTRATION Jurnal Pasar Modal dan Bisnis
Maretha, Elizabeth Lucky
Dosen Akuntansi Universitas Katolik Soegijapranata Semarang
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice Social Sciences

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Journal : Jurnal Organisasi Dan Manajemen

 1 
PERILAKU INVESTOR INDIVIDU DALAM PEMBUATAN KEPUTUSAN INVESTASI SAHAM: EFEK DISPOSISI DAN INFORMASI AKUNTANSI Sitinjak, Elizabeth Lucky Maretha
Jurnal Organisasi dan Manajemen Vol 9 No 1 (2013)
Publisher : LPPM Universitas Terbuka

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Abstract

Tujuan dari penelitian ini adalah untuk mengetahui pengaruh efek disposisi, pengaruh interaksi efek disposisi dengan perlakuan informasi akuntansi untuk pengambilan keputusan investasi di pasar saham. Dalam rangka untuk lebih mengetahui perbedaan antara perilaku pria dan wanita dalam mengambil keputusan untuk berinvestasi di pasar saham. Metode penelitian ini menggunakan kuasi experimental 2x2 Acak Blok ( RB - 22 ) ANOVA dan ANCOVA Within - Subject. Desain blok terbentuk dari banyak frekuensi perdagangan saham simulasi menggunakan program perdagangan kebajikan. Blok transaksi yang paling banyak di blok 1 dan paling sedikit melakukan transaksi di blok 4. Populasi investor individu domestik dan subyek eksperimen terdiri dari 120 investor individu, 70 dari Jakarta, 33 dari Semarang, dan 17 dari Yogyakarta. Quasi eksperimen dilakukan selama 45 menit. Penelitian menunjukkan ada efek disposisi sebelum dan sesudah perlakuan informasi akuntansi. Ada kecenderungan untuk menjual saham winner lebih cepat daripada saham losser. The purpose of this study was to investigate the influence of the disposition effect, the interaction effect of the disposition effect with treatment of accounting information for investment decision in the stock market. In order to better know the difference between the behavior of men and women in making decisions to invest in the stock market. This research method using a quasi-experimental 2x2 Randomized Block (RB-22) ANOVA and ANCOVA Within-Subject Design. Block design is formed of many frequencies simulated stock trading using virtue trade program. Block most frequent transactions in block 1 and block are seldom undertakes transactions on block 4. The population of domestic individual investors and quasi experimental subjects consisted of 120 individual investors, 70 from Jakarta, 33 from Semarang, and 17 from Yogyakarta. The total time is 45 minutes quasi experiment.The results of this research showed there is a disposition effect before and after treatment of accounting information. There is a tendency to release their winner stock faster than losser stock.
FAKTOR MAKRO EKONOMI (VARIABEL CRR) PADA RETURN PORTOFOLIO PASAR SAHAM DI INDONESIA SAAT BULLISH DAN BEARISH Sitinjak, Elizabeth Lucky Maretha
Jurnal Organisasi dan Manajemen Vol 7 No 2 (2011)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Stock market conditions in Indonesia since 1998 until 2008 is increasing with the 500 IDX Composite can be inflated into 2000s. This becomes interesting factor associated with macro-economic factors that affect the variabel CRR (Chen Roll and Ross). Researchers exam which we form portofiolio into 3 classes, large, medium, and large size companies from multiplying shares outstanding by its stock price. This research periodesasi long enough so that the portfolio is formed only by 15 issuers, this is caused by mergers or acquisitions from the issuer, the issuer is listed on the Stock Exchange from 1998-2008. However, with 11 years of data is very good for macro economic conditions in Indonesia. Independen variabels of this study consisted of changes in inflation expectations (DEIt), unexpected inflation (Uit), unexpected risk free rate (URFt), and the rate of economic growth (GMT) have a significant effect on portfolio return of capital market conditions are bullish for all forms of portfolio. Meanwhile, bearish market conditions only for the portfolio of small and large sizes only. Economic growth rate did not significantly affect the three portfolios in the bearish market conditions, this is because the movement of our stock in Indonesia is still largely influenced by foreign investors.
PERILAKU INVESTOR INDIVIDU DALAM PEMBUATAN KEPUTUSAN INVESTASI SAHAM: EFEK DISPOSISI DAN INFORMASI AKUNTANSI Elizabeth Lucky Maretha Sitinjak
Jurnal Organisasi Dan Manajemen Vol 9 No 1 (2013)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1063.777 KB)

Abstract

Tujuan dari penelitian ini adalah untuk mengetahui pengaruh efek disposisi, pengaruh interaksi efek disposisi dengan perlakuan informasi akuntansi untuk pengambilan keputusan investasi di pasar saham. Dalam rangka untuk lebih mengetahui perbedaan antara perilaku pria dan wanita dalam mengambil keputusan untuk berinvestasi di pasar saham. Metode penelitian ini menggunakan kuasi experimental 2x2 Acak Blok ( RB - 22 ) ANOVA dan ANCOVA Within - Subject. Desain blok terbentuk dari banyak frekuensi perdagangan saham simulasi menggunakan program perdagangan kebajikan. Blok transaksi yang paling banyak di blok 1 dan paling sedikit melakukan transaksi di blok 4. Populasi investor individu domestik dan subyek eksperimen terdiri dari 120 investor individu, 70 dari Jakarta, 33 dari Semarang, dan 17 dari Yogyakarta. Quasi eksperimen dilakukan selama 45 menit. Penelitian menunjukkan ada efek disposisi sebelum dan sesudah perlakuan informasi akuntansi. Ada kecenderungan untuk menjual saham winner lebih cepat daripada saham losser. The purpose of this study was to investigate the influence of the disposition effect, the interaction effect of the disposition effect with treatment of accounting information for investment decision in the stock market. In order to better know the difference between the behavior of men and women in making decisions to invest in the stock market. This research method using a quasi-experimental 2x2 Randomized Block (RB-22) ANOVA and ANCOVA Within-Subject Design. Block design is formed of many frequencies simulated stock trading using virtue trade program. Block most frequent transactions in block 1 and block are seldom undertakes transactions on block 4. The population of domestic individual investors and quasi experimental subjects consisted of 120 individual investors, 70 from Jakarta, 33 from Semarang, and 17 from Yogyakarta. The total time is 45 minutes quasi experiment.The results of this research showed there is a disposition effect before and after treatment of accounting information. There is a tendency to release their winner stock faster than losser stock.
FAKTOR MAKRO EKONOMI (VARIABEL CRR) PADA RETURN PORTOFOLIO PASAR SAHAM DI INDONESIA SAAT BULLISH DAN BEARISH Sitinjak, Elizabeth Lucky Maretha
Jurnal Organisasi Dan Manajemen Vol 7 No 2 (2011)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (215.521 KB)

Abstract

Stock market conditions in Indonesia since 1998 until 2008 is increasing with the 500 IDX Composite can be inflated into 2000s. This becomes interesting factor associated with macro-economic factors that affect the variabel CRR (Chen Roll and Ross). Researchers exam which we form portofiolio into 3 classes, large, medium, and large size companies from multiplying shares outstanding by its stock price. This research periodesasi long enough so that the portfolio is formed only by 15 issuers, this is caused by mergers or acquisitions from the issuer, the issuer is listed on the Stock Exchange from 1998-2008. However, with 11 years of data is very good for macro economic conditions in Indonesia. Independen variabels of this study consisted of changes in inflation expectations (DEIt), unexpected inflation (Uit), unexpected risk free rate (URFt), and the rate of economic growth (GMT) have a significant effect on portfolio return of capital market conditions are bullish for all forms of portfolio. Meanwhile, bearish market conditions only for the portfolio of small and large sizes only. Economic growth rate did not significantly affect the three portfolios in the bearish market conditions, this is because the movement of our stock in Indonesia is still largely influenced by foreign investors.
Co-Authors Eny Trimeiningrum Heribertus Sri Sulistyanto, Heribertus Sri Isabelle Imelda Kristiana Haryanti Laksmi Nitya Pradipta Warastuti, Yusni Widuri Kurniasari Y. Wisnu Djati Sasmito