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All Journal Jurnal Informatika Ekonomi Bisnis Maqdis: Jurnal Kajian Ekonomi Islam Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan Jurnal Informatika Ekonomi Bisnis
TONY ISWADI
Universitas Islam Negeri Imam Bonjol Padang
Economics, Econometrics & Finance

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PENGARUH SISTEM INFORMASI AKUNTANSI PENGGAJIAN DAN BUDAYA ORGANISASI TERHADAP KINERJA KARYAWAN PT. TELKOM AKSES AREA PADANG NUR NADIAH ANDRIANI; TONY ISWADI; SANDRA AYU
Maqdis: Jurnal Kajian Ekonomi Islam Vol 7, No 1 (2022): Januari - Juni 2022
Publisher : Universitas Islam Negeri Imam Bonjol Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15548/maqdis.v7i1.243

Abstract

PEREKONOMIAN RUMAH TANGGA MUSLIM TERHADAP AKTIVITAS NERACA KEUANGAN RUMAH TANGGA ALMIZAN ALMIZAN; TONY ISWADI
Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan Vol 3, No 2 (2018): Juli - Desember 2018
Publisher : Prodi Manaj. Perbankan Syariah Fakultas Ekonomi dan Bisnis Islam – UIN Imam Bonjol Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15548/al-masraf.v3i2.197

Abstract

The research themes are: financial balance. The purpose of the paper is to explain the balance sheet of Muslim households. This research is a research library research. Data analysis techniques are carried out by descriptive analysis. The balance between income and expenditure in Muslim households is the basis for the household economy, so as to avoid problems that occur in the future. Preparation of the balance sheet of the household budget is data that contains certain boundaries and estimates in terms of income, expenditure and development of funds so that it can estimate funds and be able to overcome the problem of lack of funds.
ANALISA KINERJA KEUANGAN DAN PREDIKSI KEBANKRUTAN BANK PEMBIAYAAN RAKYAT SYARIAH TONY ISWADI
Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan Vol 2, No 1 (2017): Januari - Juni 2017
Publisher : Prodi Manaj. Perbankan Syariah Fakultas Ekonomi dan Bisnis Islam – UIN Imam Bonjol Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15548/al-masraf.v2i1.93

Abstract

The theme of the article is the banks and financial institutions. This study aims to assess the financial performance of existing BPRS in Central Sumatra, and predict the potential for bankruptcy in the BPRS. The method used to assess financial performance is to assess the performance of Capital, Efficiency, Liquidity and Profitability in the period of financial statements 2013-2015. While the potential for bankruptcy is done by using the Altman Z-Score method. The results showed that there were two potentially bankrupt BPRS.
Pengujian Monday Effect dan Weekend Effect Terhadap Return Saham Perusahaan di Jakarta Islamic Indeks (JII) Periode Sebelum dan Sesudah Covid - 19 Tony Iswadi; Tuffahati Septia Nada; Riandy Mardhika Adif; Welhendra
Jurnal Informatika Ekonomi Bisnis Vol. 4, No. 4 (2022)
Publisher : SAFE-Network

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37034/infeb.v4i4.182

Abstract

Covid-19 is a pandemic event that has drastically affected the world economy, including activities that occur in the capital market. The existence of this pandemic period became the impetus to test the Monday Effect and Weekend Effect phenomena on Company Stock Returns in the Jakarta Islamic Index (JII) in the Period Before and After Covid-19. This study aims to determine the significant differences in stock returns that occurred between the Monday before Covid-19 and after Covid-19 on the Jakarta Islamic Index (JII). To find out the significant differences in stock returns that occurred between Fridays before Covid-19. This type of research is a quantitative approach; data collection method is a documentation technique; and the sampling method is purposive sampling technique. The analysis technique used is the Kolmogorov - Smirnov Normality Test, the Independent Sample t - Test, and the Kruskal Wallis Test. This study proves that there is a significant difference between stock returns on Monday before Covid 19 and stock returns on Friday after Covid 19. This can be seen from the significance value of 0.000 which is smaller than 0.05. There is a significant difference between stock returns on Monday before Covid-19 and stock returns on Friday after Covid-19. This can be seen from the significance value of 0.000 <0.05. So that this research can help in taking stock return policies.
Pengujian Monday Effect dan Weekend Effect Terhadap Return Saham Perusahaan di Jakarta Islamic Indeks (JII) Periode Sebelum dan Sesudah Covid - 19 Tony Iswadi; Tuffahati Septia Nada; Riandy Mardhika Adif; Welhendra
Jurnal Informatika Ekonomi Bisnis Vol. 4, No. 4 (2022)
Publisher : SAFE-Network

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (361.385 KB) | DOI: 10.37034/infeb.v4i4.182

Abstract

Covid-19 is a pandemic event that has drastically affected the world economy, including activities that occur in the capital market. The existence of this pandemic period became the impetus to test the Monday Effect and Weekend Effect phenomena on Company Stock Returns in the Jakarta Islamic Index (JII) in the Period Before and After Covid-19. This study aims to determine the significant differences in stock returns that occurred between the Monday before Covid-19 and after Covid-19 on the Jakarta Islamic Index (JII). To find out the significant differences in stock returns that occurred between Fridays before Covid-19. This type of research is a quantitative approach; data collection method is a documentation technique; and the sampling method is purposive sampling technique. The analysis technique used is the Kolmogorov - Smirnov Normality Test, the Independent Sample t - Test, and the Kruskal Wallis Test. This study proves that there is a significant difference between stock returns on Monday before Covid 19 and stock returns on Friday after Covid 19. This can be seen from the significance value of 0.000 which is smaller than 0.05. There is a significant difference between stock returns on Monday before Covid-19 and stock returns on Friday after Covid-19. This can be seen from the significance value of 0.000 <0.05. So that this research can help in taking stock return policies.
Co-Authors ALMIZAN ALMIZAN NUR NADIAH ANDRIANI Riandy Mardhika Adif SANDRA AYU Tuffahati Septia Nada Welhendra