1,720,963 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Reaksi Pasar Modal di Asia Tenggara Terhadap Pandemi Covid-19
Full text linkCovid 19 is global case in almost around the world. Early April 2020, Covid 19 cases reached 1 million in a number of countries and increased significantly. This pandemic caused a major impact on economic activity, and more than 100 countries carried out a full or partial lockdown which resulted in economic disruption in many sectors including the stock market. This study investigation impact that occurs on the stock market, especially in Southeast Asia (Malaysia, Indonesia, Thailand and Singapore). Change in the composite index from the capital market are used as a proxy to measure market reactions using the OLS panel data regression model. The natural log of GDP is used as a control variabel for differences between the four capital markets. In addition, to control for the effect of different transaction days, a dummy variable is included in the regression model. The result show that changes in the number of covid 19 infections have been shown to significantly affect index changes. The market response in this regard has moved in a negative direction. Meanwhile, the measurement of the effect to the death to covid 19 is not proven to significantly affect change in the composite stock market index.
ABSTRAK
Covid 19 menjadi kasus global dengan penyebaran yang sangat cepat hampir diseluruh belahan dunia. Awal April 2020 kasus Covid 19 menyentuh angka 1 juta penderita yang tersebar di sejumlah negara dan terus meningkat secara signifikan. Pandemi ini berpengaruh besar terhadap aktifitas perekonomian hampir di seluruh dunia. Puncaknya, akhir Maret 2020 lebih dari 100 negara melakukan Lockdown baik secara penuh maupun sebagian yang memberikan dampak terbatasnya aktifitas ekonomi di berbagai sektor seperti transportasi, pariwisata, perbankan, asuransi termasuk pasar modal. Penelitian ini berupaya melihat dampak yang terjadi di pasar modal khususnya di empat negara di Asia Tenggara (Malaysia, Indonesia, Thailand dan Singapura). Perubahan Indeks gabungan dari pasar modal dipergunakan sebagai proksi untuk mengukur reaksi pasar dengan menggunakan pendekatan model regresi data panel Ordinary Least Square (OLS). Untuk mengendalikan dampak yang mungkin muncul dari perbedaan yang mendasar dari keempat pasar modal tersebut, dipergunakan log natural PDB sebagai variabel kontrol. Selain itu, untuk mengontrol efek perbedaaan hari transaksi dimasukkan pula variabel dummy didalam model regresi. Hasil menunjukkan perubahan angka terinfeksi COVID-19 terbukti secara signifikan mempengaruhi perubahan indeks. Respon pasar terkait hal tersebut bergerak kearah negatif. Sementara pengukuran terhadap pengaruh angka maninggal dunia akibat COVID-19 tidak terbukti secara signifikan mempengaruhi perubahan indeks pasar saham gabunga
Analisis Keakuratan Prediksi Financial Distress
Full text linkThis research is a descriptive research with a quantitative approach. The sampling technique used purposive sampling technique with 11 metal and similar sub-sector companies are listed on the Indonesia Stock Exchange (IDX) for the Q2 2018-Q2 2020 period as samples. The method used in this study is the Paired sample T test to see the differences between to the groups of models in predicting financial distress, and the result show that the Altman Z–Score-Zmijewski, Altman_Z_Score – Grover, Springate – Zmijewski, Grover – Zmijewski models have differences in predicting financial distress. Grover-Springate models has no differences predicting financial distress by looking at the Asymp value. Sig (2-tailed). Classify companies that experience financial distress and that do not experience financial distress as seen from the achievement of company profits that are positive categorized as companies that do not experience financial distress, and the other way companies that have negative profits are categorized as experiencing financial distress. Calculated the accuracy level of the model used in predicting financial distress and obtained the highest level of accuracy is owned by the Grover model with a value of 81.82% while the lowest level of accuracy is owned by the Altman Z-Score model with a value of 36.36%.
ABSTRAK
Penelitian ini merupakan penelitian deskriptif dengan pendekatan kuantitatif. Teknik penarikan sampel yang digunakan adalah teknik pusposive sampling, maka didapatkan 11 perusahaan subsektor logam dan sejenisnya yang terdaftar di Bursa Efek Indonesia (BEI) periode Q2 2018-Q2 2020 sebagai sampel. Metode yang digunakan dalam penelitian ini adalah Paired Sample T Test untuk melihat perbedaan antar dua kelompok model dalam memprediksi financial distress, dan didapatkan hasil bahwasanya model Altman Z–Score-Zmijewski, Altman_Z_Score – Grover, Springate – Zmijewski, Grover – Zmijewski memiliki perbedaan dalam memprediksi financial distress sementara model Grover – Springate tidak memiliki perbedaan dalam memprediksi financial distress dengan melihat nilai Asymp. Sig. (2-tailed). Pengklasifikasian perusahaan yang mengalami financial distress dan perusahaan yang tidak mengalami financial distress yang dilihat dari pencapaian laba perusahaan yang bernilai positif dikategorikan kepada perusahaan yang tidak mengalami financial distress, dan sebaliknya perusahaan yang memiliki laba negatif dikategorikan mengalami financial distress. Kemudian dilakukan perhitungan tingkat akurasi dari model yang digunakan dalam memprediksi financial distress dan didapatkan tingkat akurasi tertinggi dimiliki oleh model Grover dengan nilai 81,82% sedangkan tingkat akurasi yang terendah dimiliki oleh model Altman Z-Score dengan nilai 36,36%.
 
Pengaruh Inflasi, Suku Bunga Bi 7-Day (Reverse) Repo Rate dan Nilai Tukar Rupiah Terhadap Indeks Harga Saham Gabungan (Studi Pada Bursa Efek Indonesia Periode Agustus 2016–Desember 2018)
Full text linkThis study aims to determine the Influence of Inflation, the 7-Day (Reverse) Repo Rate and the Rupiah Exchange Rate against the Composite Stock Price Index(Study on the Indonesia Stock Exchange for the Period of August 2016 - December 2018). The independent variables in this research are inflation(X1), interest rate (X2), and rupiah exchange rate(X3) and dependent variable are Indonesia Composite Index(ICI)(Y). The population used in this study is the entire Stock Price Index listed on the IDX seen from the IHSG for the period August 2016 to December 2018, with observational data for 29 months. The sampling technique used is the saturated sample method. The analytical method used in this study is the method of multiple linear regression analysis conducted with SPSS Vesrsi 25. This study uses monthly data for the period August 2016 - December 2018 on each research variable. The results of this study indicate that the Inflation variable (X1) does not affect the CSPI, the variable 7-Day (Reverse) Repo Rate BI Rate (X2) has a significant negative effect on the JCI. and the Rupiah Exchange Rate (X3) variable has a significant positive effect on the JCI. From the results of the study it is known that the adjusted R2 value of 39.7% means that 39.7% of the JCI is influenced by inflation, the 7-Day (Reverse) Repo Rate and the Rupiah Exchange Rate, while the remaining 60.3% of the JCI is influenced by factors other factors not included in this study.
Penelitian ini bertujuan untuk mengetahui Pengaruh Inflasi, Suku Bungan BI 7-Day (Reverse) Repo Rate dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan (Studi Pada Bursa Efek Indonesia Periode Agustus 2016 – Desember 2018). Variabel independen dalam penelitian ini adalah Inflasi (X1), Suku Bunga (X2), dan Nilai Tukar Rupiah (X3) dan variabel dependen adalah Indeks Harga Saham Gabungan (IHSG) (Y). Populasi yang digunakan dalam penelitia ini adalah keseluruhan Indeks Harga Saham yang terdaftar di BEI yang dilihat dari IHSG periode Agustus 2016 sampai dengan Desember 2018, dengan data pengamatan selama 29 bulan. Teknik penarikan sampel yang digunakan yaitu metode sampel jenuh. Metode analisis yang digunakan dalam penelitian ini adalah metode analisis regresi linear berganda yang dilakukan dengan SPSS Vesrsi 25. Penelitian ini menggunakan data bulanan periode Agustus 2016 – Desember 2018 pada setiap variabel penelitian.
Hasil penelitian ini menunjukkan bahwa variabel Inflasi (X1) tidak berpengaruh terhadap IHSG, variabel Suku Bungan BI 7-Day (Reverse) Repo Rate (X2) berpengaruh negatif signifikan terhadap IHSG. dan variabel Nilai Tukar Rupiah (X3) memiliki pengaruh positif signifikan terhadap IHSG. Dari hasil penelitian diketahui nilai Adjusted R2sebesar 39,7% artinya, bahwa 39,7% IHSG dipengaruhi oleh Inflasi, Suku Bunga Bi 7-Day (Reverse) Repo Rate dan Nilai Tukar Rupiah, sedangkan sisanya 60,3% IHSG dipengaruhi oleh faktor-faktor lain yang tidak diikutsertakan dalam penelitian ini.
 
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
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