Browsing by Author "Maulida, Prima Noor"

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    CAPITAL MARKET REACTION TO THE IMPLEMENTATION OF PSBB IN THE MIDDLE OF PANDEMIC COVID 19
    (Solid State Technology, 2020) Hertina, Dede; Fadhila, Yolla; Maulida, Prima Noor; Satriani, Gilby; Aprilia, Namira; Ventresca; Saudi, Mohd Haizam; Sinaga, Obsatar
    This research is an event study research that aims to determine differences by analyzing the market reaction represented by the average abnormal stock returns that occurred in the period before, during, and after the implementation of the PSBB policy in the mids of the COVID 19 pandemic by the Indonesian government. This study uses secondary data in the form of daily stock activity data from before to after the implementation of the PSBB policy by the government. The sample selection method in the study used saturated sampling where there were 33 sample companies with a 21-day observation period. Data analysis was performed using the paired sample t-test parametric statistical test. The results showed that there was no significant difference in the average abnormal return in the before- time and beforeafter periods. However, in the period after which the results of the study prove that there is a significant difference in the average abnormal return.
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    CAPITAL MARKET REACTION TO THE IMPLEMENTATION OF PSBB IN THE MIDDLE OF PANDEMIC COVID 19
    (Solid State Technology Volume: 63 Issue: 4, 2020) Hertina, Dede; Fadhila, Yolla; Maulida, Prima Noor; Satriani, Gilby; Aprilia, Namira; Ventresca, M; Saudi, Mohd Haizam Mohd; Sinaga, Obsatar
    This research is an event study research that aims to determine differences by analyzing the market reaction represented by the average abnormal stock returns that occurred in the period before, during, and after the implementation of the PSBB policy in the mids of the COVID 19 pandemic by the Indonesian government. This study uses secondary data in the form of daily stock activity data from before to after the implementation of the PSBB policy by the government. The sample selection method in the study used saturated sampling where there were 33 sample companies with a 21-day observation period. Data analysis was performed using the paired sample t-test parametric statistical test. The results showed that there was no significant difference in the average abnormal return in the before- time and beforeafter periods. However, in the period after which the results of the study prove that there is a significant difference in the average abnormal return.
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    PERAN INSTITUTIONAL OWNERSHIP DALAM MEMODERASI PENGARUH RISIKO SISTEMATIS DAN FIRM SIZE TERHADAP HARGA SAHAM (Studi Kasus pada Perusahaan Sektor Consumer Cyclicals yang Tercatat di Indeks Papan Pengembangan Bursa Efek Indonesia Periode 2019-2023)
    (Program Magister Manajemen Sekolah Pasca Sarjana Universitas Widyatama, 2025) Maulida, Prima Noor
    Harga saham mencerminkan nilai pasar perusahaan dan merupakan indikator utama kinerja perusahaan di mata investor. Harga saham yang tinggi mencerminkan kepercayaan investor yang tinggi pula terhadap prospek perusahaan. Saham dengan harga tinggi mempermudah perusahaan melakukan penawaran saham baru (rights issue) untuk mendapatkan dana tambahan. Penelitian ini bertujuan untuk menganalisis peran institutional ownership dalam memoderasi pengaruh risiko sistematis dan firm size terhadap harga saham pada perusahaan sektor consumer cyclicals yang tercatat di Indeks Papan Pengembangan Bursa Efek Indonesia periode 2019-2023. Menggunakan pendekatan kuantitatif dengan metode deskriptif-eksplanatif, menganalisis sampel dari 39 perusahaan yang dipilih melalui teknik purposive sampling. Analisis data menggunakan regresi data panel dengan Moderated Regression Analysis (MRA). Hasil penelitian menunjukkan bahwa institutional ownership memiliki pengaruh signifikan positif terhadap harga saham. Risiko sistematis dan firm size secara independen tidak menunjukkan pengaruh signifikan terhadap harga saham, namun ketika dimoderasi oleh institutional ownership, firm size menunjukkan pengaruh positif signifikan dengan koefisien interaksi. Sebaliknya, institutional ownership tidak berhasil memoderasi pengaruh risiko sistematis terhadap harga saham.