The Experts below are selected from a list of 9609 Experts worldwide ranked by ideXlab platform
Widayanti, Devi Maya - One of the best experts on this subject based on the ideXlab platform.
-
PENGARUH INDEK HARGA SAHAM GABUNGAN, NILAI TUKAR RUPIAH, JAKARTA INTERBANK OFFERED RATE , DAN SERTIFIKAT BANK IINDONESIA TERHADAP NILAI AKTIVA BERSIH REKSADANA CAMPURAN PERUSAHAAN ASURANSI JIWA YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2014-2018
2020Co-Authors: Widayanti, Devi MayaAbstract:ABSTRAK Devi Maya Widayanti. Pengaruh Indeks Harga Saham Gabungan, Nilai Tukar Rupiah, Jakarta Interbank Offered Rate, Dan Sertifikat Bank Indonesia Terhadap Nilai Aktiva Bersih Reksadana Campuran Perusahaan Asuransi Jiwa Yang Terdaftar Di BEI Periode 2014-2018. Skripsi : Fakultas Ekonomi dan Bisnis Universitas Pancasakti Tegal Penelitian ini bertujuan : 1) untuk mengetahui pengaruh indeks harga saham gabungan terhadap nilai aktiva bersih, 2) untuk mengetahui pengaruh nilai tukar rupiah terhadap nilai aktiva bersih, 3) untuk mengetahui pengaruh jakarta interbank offered rate terhadap nilai aktiva bersih, 4) untuk mengetahui pengaruh sertifikat bank indonesia terhadap nilai aktiva bersih, 5) untuk mengetahui pengaruh indeks harga saham gabungan, nilai tukar rupiah, jakarta interbank offered rate, dan sertiikat bank indonesia terhadap nilai aktiva bersih. Hipotesis dalam penelitian ini adalah 1) indeks harga saham gabungan terhadap nilai aktiva bersih, 2) nilai tukar rupiah terhadap nilai aktiva bersih, 3) jakarta interbank offered rate terhadap nilai aktiva bersih, 4) sertifikat bank indonesia terhadap nilai aktiva bersih, 5) indeks harga saham gabungan, nilai tukar rupiah, jakarta interbank offered rate, dan sertiikat bank indonesia secara simultan berpengaruh terhadap nilai aktiva bersih. Data dalam penelitian ini adalah data kuantitaf. Sumber data dalam penelitian ini adalah sumber sekunder yang diperoleh dari laporan keuangan tahunan yang dipublikasikan dari Bursa Efek Indonesia periode tahun 2014-2018. Teknik pengumpulan data menggunakan teknik dokumentasi, sedangkan metode analisis data menggunakan analisis regresi linier sederhana, uji signifikan koefisien regresi linier berganda (uji simultan), namun sebelum dilakukan analisis regresi linier sederhana, uji signifikan koefisien regresi linier berganda akan dihitung terlebih dahulu uji asumsi klasik yang terdiri dari uji normalitas, uji multikoloneritas, uji autokolerasi, dan uji heteroskoderitas. Berdasarkan penelitian ini diperoleh : 1) terdapat pengaruh positif dan tidak signifikan indeks harga saham gabungan terhadap nilai aktiva bersih. dibuktikan dengan diperolehnya persamaan regresi Y = 40,061 + 2,376 x1 dan nilai signifikansi sebesar 0.144 > 0,05. 2) terdapat pengaruh positif dan tidak signifikannilai tukar rupiah terhadap nilai aktiva bersih. dibuktikan dengan diperolehnya persamaan regresi Y = 67,043 + 23,768 x2 dan nilai signifikansi 0,852> 0,05. 3) terdapat pengaruh positif dan signifikan jakarta interbank offered rate terhadap nilai aktiva bersih. dengan diperolehnya persamaan regresi Y = 19,341 + 21,684 x3 dan nilai signifikansi sebesar 0.01 0,05. 5) terdapat pengaruh positif indeks harga saham gabungan, nilai tukar rupiah, jakarta interbank offered rate, dan sertifikat bank indonesia terhadap nilai aktiva bersih. dibuktikan dengan diperolehnya persamaan regresi Y = 12,509 – 2,395 x1 – 12,358 x2 + 13,901 x3 – 23,897 x4 dan nilai signifikan 0,000< 0,05. Kata Kunci : Nilai Aktiva Bersih, Indeks Harga Saham Gabungan, Nilai Tukar Rupiah, Jakarta Interbank Offered Rate, Sertifikat Bank Indonesia. --------------------------------------------------------- ABSTRACT Devi Maya Widayanti. The influence of Composite Stock Price Index, Exchage Rate, Jakarta Interbank Offered Rate, and Indonesian Bank Certificate on Net Asset Value of Mix Mutual Fund in Life Incurance Company Listed on The Indonesia Stock Exchange for the 2014-2018. Thesis. Faculty of Economics and Bussines at Pancasakti University Tegal 2019. To purpose of this study are : 1) to examine influence of composite t stock price index on Net Asset Value, 2) to examine influence of exchange rates on Net Asset Value, 3) to examine influence of jakarta interbank offered rate on Net Asset Value, 4) to examine influence of indonesia bank certificate on Net Asset Value, 5) to examine influence of composite stock price index, exchange rates, jakarta interbank offered rate, and indonesian bank certificate simultaneous on Net Asset Value. The research hypothesis is : 1) composite stock price index toward Net Asset Value, 2) exchange rates toward Net Asset Value, 3) jakarta interbank offered rate toward Net Asset Value, 4) indonesian bank certificate toward Net Asset Value, 5) composite stock price index, exchange rates, jakarta interbank offered rate, and indonesian bank certificate simultaneous impact towards on Net Asset Value. The data in this study are quantitative data, the data sources in this study are secondary sources obtained from annual financial report published from the Indonesia Stock Exchange for the period 2014-2018. Technique of collecting data using technique documentation. While the method of data analysis simple linier regression, analysis multiple regression, but before is done analysis simple linier regression and multiple regresion analysis will be calculted in advance classic assumption tes consisting of normality test, multicollinearity test, autocorrelation test, and heteroscedasticity test. Based on the research result obtained : 1) there is a positive and insignificant effect composite stock price index on Net Asset Value. This in proven by optaining the equation Y = 40,061 + 2,376 X1 and the significant 0,144>0,05. 2) there is a positive and insignificant effect exchange rates on Net Asset Value. This in proven by optaining the equation Y = 67,043 + 23,768 X2 and the significant Value is obtained amounting to 0,852>0,05. 3) there is a positive and significant effect jakarta interbank offered rate on Net Asset Value. This is proven by optaining the equation Y = 19,341 + 21,684 x3and the significant 0.010,05. 5) there is a significant effect of composite stock price index, exchange rates, jakarta interbank offered rate, and indonesian bank certificate simultaneously to Net Asset Value. This is evidenced by the equation Y = 12,509 – 2,395 x1 – 12,358 x2 + 13,901 x3 – 23,897 x4and the significant 0,000< 0,05. Keywords : Net Asset Value, Composite Stock Price Index, Exchange Rates, Jakarta Interbank Offered Rate, Indonesian Bank Certificate
Sagantha Fitri - One of the best experts on this subject based on the ideXlab platform.
-
Pengaruh Inflasi Dan Indeks Harga Saham Gabungan (Ihsg) Terhadap Nilai Aktiva Bersih Reksa Dana Syariah
SAKUNTALA: Prosiding Sarjana Akuntansi Tugas Akhir Secara Berkala, 2021Co-Authors: Randi Alvo, Sagantha FitriAbstract:This study aims to determine the effect of inflation and the Indonesia Composite Index (ICI) on the Net Asset Value of Islamic mutual funds for the 2016-2020 period. The sampling technique used in this research is purposive sampling. The mutual fund selected as the object of research is the Premier ETF JII Sharia Mutual Fund. The data used is for the 2016-2020 period, sourced from Bank Indonesia, the Financial Services Authority and Yahoo Finance. The results of this study used descriptive statistical test methods, classical assumption tests, multiple linear analysis tests and hypothesis tests (t test and f test) using the Eviews version 9 computer program. Based on the results of partial hypothesis testing, it was found that inflation had a positive effect on Net Asset Value of the premiere sharia mutual fund ETF JII and the Indonesia Composite Index (ICI) did not significantly affect the Net Asset Value of the premiere sharia mutual fund ETF JII
- Efrinal - One of the best experts on this subject based on the ideXlab platform.
-
Pengaruh Indeks Harga Saham Gabungan, Nilai Tukar Rupiah dan Repo Rate Terhadap Nilai Aktiva Bersih Reksadana Syariah Di Indonesia Periode 2015-2018
Fakultas Ekonomi dan Bisnis Universitas Islam As-Syafi'iyah, 2020Co-Authors: - EfrinalAbstract:The purpose of this study was to determine the effect of the composite stock price index (CSPI), the exchange rate of the rupiah (KURS), and the repo rate on the Net Asset Value (NAV) of sharia mutual funds in Indonesia in 2015-2018. The sample used in this study is monthly data from January 2015 to December 2018. Hypothesis testing uses time-series data regression analysis. The population in this study is the entire Net Asset Value of sharia mutual funds that are effective and recorded in the Financial Services Authority for the 2015-2018 period. The data used are secondary data with the documentation method. Before analyzing the data, a classic assumption test is held which consists of a normality test, a multicollinearity test, a heteroscedasticity test, and an autocorrelation test. The analytical method used is multiple linear regression analysis. Based on the results of data analysis and discussion, the composite stock price index (CSPI) has a positive and significant effect on the NAV of sharia mutual funds, the rupiah exchange rate (exchange rate) has a positive and significant effect on the Sharia mutual fund NAV, and the repo rate has a negative and insignificant effect on the Sharia mutual fund NA
Pahlevi Reza - One of the best experts on this subject based on the ideXlab platform.
-
Pengaruh imbal bagi hasil Sertifiat Bank Indonesia Syariah (SBIS) dan return reksa dana terhadap Nilai Aktiva Bersih (NAB) Reksa Dana Syariah: Studi pada bank kustodian yang menerbitkan saham syariah di Reksa Dana
2020Co-Authors: Pahlevi RezaAbstract:INDONESIA: Nilai aktiva Bersih (NAB) adalah harga wajar portofolio reksa dana setelah dikurangi biaya operasional kemudian dibagi jumlah unit pernyataan yang telah beredar (dimiliki investor) pada saat tertentu .Penelitian Ini bertujuan menganalisis Pengaruh Imbal bagi Hasil Sertifikat Bank Indonesia Syariah (SBIS ) Dan Return Terhadap Nilai Aktiva Bersih (NAB) Reksa Dana Syariah (Studi Pada Bank Kustodian yang Menerbitkan Saham Syariah di Reksa Dana ) Data yang digunakan dalam penelitian ini adalah data bulanan dari Januari 2013 sampai Desember 2017. Sedangkan teknik pengambilan sampel yang digunakan di dalam penelitian ini mengunakan teknik purposive sampling. Teknik ini merupakan teknik yang digunakan dengan menentukan kriteria terhadap sampel. Sampel yang memenuhi kriteria sebanyak 5 perusahaan Bank Kustodin Yang menerbitkan Saham Syariah di reksa dana .selain itu juga Penelitian ini menggunakan metode analisis regresi linier berganda dengan alat bantu program komputer SPSS versi 25.0 dan Microsoft Excel 2013. Hasil penelitian menunjukkan bahwa SBIS, dan Tingkat Return berepengaruh secara simultan berpengaruh terhadap NAB reksadana syariah dengan nilai Sig. (0,00 F tabel (4.331 >0 .301)). Hasil penelitian ini juga menunjukkan bahwa secara parsial Sertifikat Bank Indonesia Syariah (SBIS) berpengaruh negatif terhadap Nilai Aktiva Bersih (NAB) reksadana syariah dengan nilai Sig. (0.04 t tabel (-2902 > -2.592). Dan Return berpengaruh positif terhadap NAB reksadana syariah dengan nilai Sig. (0.875 t tabel (3.275 > 2.592). ENGLISH: This research aims to analyze the Effect of Bank Indonesia Sharia Certificate Returns (SBIS) And Returns To Value Net Assets (NAV) of Sharia Mutual Funds (Study of Custodian Banks that Issue Sharia Shares in Mutual Funds) Data used in this study are monthly data from January 2013 to December 2017. While the sampling technique used in this study uses purposive techniques sampling. This technique is a technique used by determining the criteria of the sample. Samples that meet the criteria of 5 Custodian Bank companies that issue Sharia Shares in mutual funds. In addition, this study uses multiple linear regression analysis with the help of SPSS version 25.0 and Microsoft Excel 2013. The results showed that the SBIS and Return Rate simultaneously affected the NAV of sharia mutual funds with Sig. (0.00 F table (4.331> 0 .301)). The results of this study also indicate that partially Bank Indonesia Sharia Certificates (SBIS) negatively affect the Net Asset Value (NAV) of sharia mutual funds with a Value of Sig. (0.04 t table (-2902> -2.592). And Return has a positive effect on the Sharia mutual fund NAV with the Value of Sig. (0.875 t table (3,275> 2,592
Jill E. Fisch - One of the best experts on this subject based on the ideXlab platform.
-
the broken buck stops here embracing sponsor support in money market fund reform
North Carolina Law Review, 2015Co-Authors: Jill E. FischAbstract:Since the 2008 financial crisis, in which the Reserve Primary Fund “broke the buck,” money market funds (MMFs) have been the subject of ongoing policy debate. Many commentators view MMFs as a key contributor to the crisis because widespread redemption demands during the days following the Lehman bankruptcy contributed to a freeze in the credit markets. In response, MMFs were deemed a component of the nefarious shadow banking industry and targeted for regulatory reform. The Securities and Exchange Commission’s (SEC) misguided 2014 reforms responded by potentially exacerbating MMF fragility while potentially crippling large segments of the MMF industry. Determining the appropriate approach to MMF reform has been difficult. Banks regulators supported requiring MMFs to trade at a floating Net Asset Value (NAV) rather than a stable $1 share price. By definition, a floating NAV prevents MMFs from breaking the buck but is unlikely to eliminate the risk of large redemptions in a time of crisis. Other reform proposals have similar shortcomings. More fundamentally, the SEC’s reforms may substantially reduce the utility of MMFs for many investors, which could, in turn, affect the availability of short term credit. The shape of MMF reform has been influenced by a turf war among regulators as the SEC has battled with bank regulators both about the need for additional reforms and about the structure and timing of those reforms. Bank regulators have been influential in shaping the * Perry Golkin Professor of Law, University of Pennsylvania Law School. I am grateful to Jeff Gordon, Laura Merianos, Heidi Stam, David Skeel, Jennifer Taub and participants at Georgetown’s Financial Regulatory Camp for helpful comments on earlier drafts.
-
The Broken Buck Stops Here: Embracing Sponsor Support in Money Market Fund Reform
SSRN Electronic Journal, 2014Co-Authors: Jill E. FischAbstract:Since the 2008 financial crisis, in which the Reserve Primary Fund "broke the buck," money market funds (MMFs) have been the subject of ongoing policy debate. Many commentators view MMFs as a key contributor to the crisis because widespread redemption demands during the days following the Lehman bankruptcy contributed to a freeze in the credit markets. In response, MMFs were deemed a component of the nefarious shadow banking industry and targeted for regulatory reform. The Securities and Exchange Commission's (SEC) misguided 2014 reforms responded by potentially exacerbating MMF fragility while potentially crippling large segments of the MMF industry. Determining the appropriate approach to MMF reform has been difficult. Banks regulators supported requiring MMFs to trade at a floating Net Asset Value (NAV) rather than a stable $1 share price. By definition, a floating NAV prevents MMFs from breaking the buck but is unlikely to eliminate the risk of large redemptions in a time of crisis. Other reform proposals have similar shortcomings. More fundamentally, the SEC's reforms may substantially reduce the utility of MMFs for many investors, which could, in turn, affect the availability of short term credit. The shape of MMF reform has been influenced by a turf war among regulators as the SEC has battled with bank regulators both about the need for additional reforms and about the structure and timing of those reforms. Bank regulators have been influential in shaping the terms of the debate by using banking rhetoric to frame the narrative of MMF fragility. This rhetoric masks a critical difference between banks and MMFs' Asset segregation. Unlike banks, MMF sponsors have Assets and operations that are separate from the Assets of the MMF itself. This difference has caused the SEC to mistake sponsor support as a weakness rather than a key stability-enhancing feature. As a result, the SEC mistakenly adopted reforms that burden sponsor support instead of encouraging it. As this article explains, required sponsor support offers a novel and simple regulatory solution to MMF fragility. Accordingly this article proposes that the SEC require MMF sponsors explicitly to guarantee the $1 share price. Taking sponsor support out of the shadows embraces rather than ignores the advantage that MMFs offer over banks through Asset partitioning. At the same time, sponsor support harnesses market discipline as a constraint against MMF risktaking and moral hazard.