MODIFIKASI MODEL KONTEMPORER DAN KAUSALITAS ANTARA VOLUME PERDAGANGAN, BID-ASK SPREAD, RETURN SAHAM DAN VOLATILITAS RETURN (STUDI KASUS: INDEKS LQ-45)

Suatu variabel perdagangan saham mungkin dipengaruhi oleh variabel perdagangan saham lain pada periode yang sama, variabel perdagangan saham itu sendiri maupun variabel lainnya pada periode yang berbeda. Penelitian ini menyajikan modifikasi dari model Valentika N, Nugrahani E and Lesmana D (2017) pada data saham Indonesia dengan studi kasus LQ-45. Penelitian ini secara empiris menguji hubungan antara volume perdagangan, bid-ask spread dan return saham terhadap volatilitas return. Hasil regresi menunjukkan bahwa tidak cukup bukti untuk mendukung teori mixture of distribution hypothesis (MDH) pada pasar. Berdasarkan uji kausalitas Granger, terdapat dugaan bahwa perdagangan intraday sampel saham LQ-45 cenderung mengikuti teori MD

An Analysis of the Effect of Utilitarian Values on Shopee E-Commerce Satisfaction and Loyalty with SEM-PLS

This research examines Shopee consumers who have shopped at least once and are students in the Department of Accounting, Faculty of Economics, Pamulang University. The method used was the Structural Equation Modeling-Partial Least Square (SEM-PLS). The purpose of this research was to examine the direct effect of utilitarian values on satisfaction, examine the direct effect of satisfaction on loyalty, and examine the indirect effect of utilitarian values on loyalty. Based on the results of the research, it can be concluded that there was a significant influence on satisfaction and loyalty, utilitarian values, and satisfaction, as well as utilitarian values and loyalty. There was a significant influence of Utilitarian values and loyalty with satisfaction as an intervening variable

Implementation of Volatility Model in Modeling Relationship Between Share Trade Variables

This study deals with the comparison of Generalized Autoregressive (GARCH) models and square returns in analyzing the relationships between stock trading variables. Stocks that have a statistically significant relationship between volume and volume return squared (volatility) cannot be grouped based on the average monthly market capitalization. Based on causal and contemporary models, it is indicated that intraday trading of LQ-45 stock samples is following the theory of the sequential information arrival hypothesis (SIAH) when using the quadratic return model. When viewed from a contemporary basis, this research uses the quadratic return volatility model following Valentika et.al (2017) research using the GARCH volatility model. If viewed from a causal basis, this research that uses the quadratic return volatility model conflicts with the Valentika et.al (2017) study using the GARCH volatility model

Structural equation modeling-partial least squares: Analysis of the effect of hedonic value on customer satisfaction and loyalty

Testing the effect of hedonic value on loyalty, the hedonic value on satisfaction, and customer satisfaction on consumer loyalty, and investigating the effect of hedonic value on consumer loyalty with customer satisfaction as an intervening variable is the purpose of this study, with a case study on e-commerce Shopee.  The sample aims to be a method of determining the sample with a total of 100 respondents. The intended respondents are Pamulang University students, Faculty of Economics, S1 Accounting Department as well as consumers of Shopee e-commerce. The Research model used SEM-PLS Structural Equation Modeling-Partial Least Square Approach. The results of this study indicate that the hedonic value has a positive influence and also has a significant value on consumer loyalty at the real level of 10%. The results of the study also state hedonic value has a significant positive effect on consumer satisfaction, and customer satisfaction has a significant positive effect on consumer loyalty with the satisfaction of consumer as a variable of intervening with 10% level

PENGEMBANGAN BAHAN AJAR KALKULUS BERBASIS MASALAH DENGAN BANTUAN SOFTWARE GRAPMATICA PADA MATERI SISTEM KOORDINAT KUTUB, TABUNG DAN BOLA

The purpose of this study is to design teaching materials for Problem-based Calculus with the help of Grapmatica software in the Polar Coordinate System, Savings and Ball material, these teaching materials are implemented through valid, practical and effective learning modules. The methodology used in this study combines Plomp model research design with Gravemeijer & Cobb models. The stages of design research in this study were the preliminary research phase, the preparation of the experiment, the prototype development phase, the implementation of the experiment, the restrosfective analysis, and the assessment phase. Data analysis techniques in this research are descriptive statistics and descriptive techniques, which describe the validity, practicality and effectiveness of learning flow design through problem-based learning modules. Data collection instruments used: tests, observation sheets, interview sheets, questionnaires and field notes. The research subjects were 6th semester students of Mathematics Study Program FMIPA Univ. Pamulang who attended the Advanced Calculus lecture.The results of the validity data analysis show that the learning flow design is implemented through modules; Problem based learning that is produced has met the valid criteria. Said to be valid because it meets the characteristics of validity both in terms of content and construct. The contents of the learning design through the learning flow that are implemented in the learning module are guided by principles and are problem based. The context of the problems contained in the learning design is adapted to the context of student life and can bring students to do the mathematical process. The process of mathematics is one of the main focuses of this learning design, in order to train students to construct their own knowledge based on initial knowledge or experience. The learning flow design implemented through the learning module is practical because it is easy to use and understand, the allocation of time determined is efficient, interesting and contributes to learning in the Polar Coordinate System, Savings and Spheres. The learning flow design implemented through the learning module has also been effective because the use of this learning design has a potential impact on students' reasoning abilities on the topic of Polar, Savings and Ball Coordinate Systems. Based on these results, it can be concluded that the learning design of the topic of the Polar Coordinate System, Savings and Ball using Problem Based Calculus teaching materials with the help of grapmatica software on the material coordinate system of the lid, tubes and balls has been produced can be declared valid, practical and effectiv

REGRESI UNTUK MEMODELKAN VARIABEL MAKROEKONOMI

Penelitian ini memodifikasi Penelitian Suprianto (2017). Penelitian ini bertujuan untuk mengetahui pengaruh impor, inflasi, dan suku bunga, nilai tukar rupiah terhadap ekspor di Indonesia. Analisis yang digunakan dalam penelitian ini adalah analisis regresi linier berganda. Periode data mulai dari Januari 2009 sampai dengan Desember 2019. Berdasarkan analisis regresi linier berganda, diperoleh bahwa jumlah nilai impor mempengaruhi jumlah nilai ekspor yang signifikan secara statistik sebesar 0.636032 pada taraf nyata 1%. Kurs rupiah mempengaruhi jumlah nilai ekspor yang signifikan secara statistik sebesar -0.194044 pada taraf nyata 1%. Adjusted R-Squared dalam model penelitian ini adalah sebesar 77.7415%

Strong Consistency and Asymptotic Distribution of Estimator for the Intensity Function Having Form of Periodic Function Multiplied by Power Function Trend of a Poisson Process

This manuscript discusses the strong consistency and the asymptotic distribution of an estimator for a periodic component of the intensity function having a form of periodic function multiplied by power function trend of a non-homogeneous Poisson process by using a uniform kernel function. It is assumed that the period of the periodic component of intensity function is known. An estimator for the periodic component using only a single realization of a Poisson process observed at a certain interval has been constructed. This estimator has been proved to be strongly consistent if the length of the observation interval indefinitely expands. Computer simulation also showed the asymptotic normality of this estimato

THE EFFECT OF FLEXIBILITY, INTERACTIVITY, AND PERCEIVED VALUE ON SATISFACTION LEVEL AND LOYALTY OF E-COMMERCE CUSTOMER. CASE STUDY ON E-COMMERCE CUSTOMER OF SHOPEE

The purposes of this research are (1) to analyse the effect of Flexibility, Interactivity and Perceived Value on satisfaction level, (2) to analyse the effect of Flexibility, Interactivity and Perceived Value on Loyalty, and (3) to analyse the effect of satisfaction level on loyalty. The research variables are flexibility, interactivity, perceived value, satisfaction level and loyalty. The research respondent is the S-1 students of economic faculty of Pamulang University who are the customer of Shopee. There are 100 samples that been used in this research. Structural Equation Modelling-Partial Least Square (SEM- PLS) will be applied to analyse the data research. The results are (1) flexibility has significant and positive effect on perceived value, (2) interactivity has significant and positive effect on perceived value, (3) perceived value has significant and positive effect on satisfaction level, (4) satisfaction level has significant and positive effect on loyalty. Keywords: Flexibility, Interactivity, Perceived Value, Satisfaction Level, Loyalt

PENERAPAN METODE HUNGARIAN DAN APLIKASI QM UNTUK MEMINIMALISASI KOMPLAIN KEBERSIHAN DARI KLIEN

An outsourcing company with a work contract period can run well if the work agreement made by the client is carried out properly. One of the things that affect the contract period is client complaints. By minimizing client complaints, the sustainability of work contracts between outsourcing companies and client companies is getting higher. For this reason, outsourcing companies assign workers based on the abilities of each worker so that the work results are optimal. One of the methods in solving assignment problems is the Hungarian method and the QM application. The purpose of this research is to minimize the value of hygiene complaints from clients. The results showed a reduction in the value of 15 client complaints from 43 complaints to 28 complaints related to the completion of the assignment of employees of outsourcing company using the Hungarian method and the QM application