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Aldrin Herwany

Personal Details

First Name:Aldrin
Middle Name:
Last Name:Herwany
Suffix:
RePEc Short-ID:phe245
http://ideas.repec.org/s/unp/wpaman.html
Universitas Padjadjaran No. 35, Jl. Dipatiukur, Bandung, West Java, Indonesia

Affiliation

Fakultas Ekonomi
Universitas Padjadjaran

Bandung, Indonesia
http://www.fe.unpad.ac.id/
RePEc:edi:espupid (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Suryasnia, Sofi & Primiana, Ina & Sucherly, Sucherly & Herwany, Aldrin, 2016. "Banking Strategy and Implementation of Banking ASEAN Integration Framework(ABIF)in ASEAN Community (AEC)'s Era 2020 ERA 2020," MPRA Paper 73303, University Library of Munich, Germany, revised 25 Aug 2016.
  2. Arief Putranto & Aldrin Herwany & Erman Sumirat, 2012. "The Determinants Of Commercial Bank Profitability In Indonesia," Working Papers in Business, Management and Finance 201202, Department of Management and Business, Padjadjaran University, revised Dec 2012.
  3. 1Shieldvie Halim Author_Email: & Aldrin Herwany, & Rayenda Brahmana, 2011. "The Seasonality Of Market Integration: Case Of Indonesian Stock Markets," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-439, Conference Master Resources.
  4. Erie Febrian & Aldrin Herwany, 2010. "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Business, Management and Finance 201004, Department of Management and Business, Padjadjaran University, revised Apr 2010.
  5. Erie Febrian & Aldrin Herwany, 2010. "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Business, Management and Finance 201002, Department of Management and Business, Padjadjaran University, revised Feb 2010.
  6. Erie Febrian & Aldrin Herwany, 2009. "Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)," Working Papers in Economics and Development Studies (WoPEDS) 200910, Department of Economics, Padjadjaran University, revised Sep 2009.
  7. Erie Febrian & Aldrin Herwany, 2009. "The Performance Of Asset Pricing Models Before, During, And After Financial Crisis In Emerging Market: Evidence From Indonesia," Working Papers in Business, Management and Finance 200902, Department of Management and Business, Padjadjaran University, revised Feb 2009.
  8. Erie Febrian & Aldrin Herwany, 2009. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS) 200911, Department of Economics, Padjadjaran University, revised Sep 2009.
  9. Herwany, Aldrin & Febrian, Erie, 2008. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper 10259, University Library of Munich, Germany.
  10. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
  11. Mokhamad Anwar & Aldrin Herwany, 2006. "The Determinants of Successful Bank Profitability in Indonesia : Empirical Study for Provincial Government’s Banks and Private Non-Foreign Banks," Working Papers in Business, Management and Finance 200601, Department of Management and Business, Padjadjaran University, revised Jan 2006.

Articles

  1. Nurina Putri Handayani & Aldrin Herwany, 2019. "Linking job expectation, career perception, intention to stay: Evidence from generation Y," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(2), pages 105-114, August.
  2. Marga Gumelar & Sutisna Sutisna & Aldrin Herwany, 2018. "Benchmarking Intangible Assets in the Water Sector - an Evidence from Indonesia," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 14(3), pages 155-161.
  3. Anisah Firli & Ina Primiana & Umi Kaltum & Yevis Marty Oesman & Aldrin Herwany & Yudi Azis & Akhmad Yunani, 2017. "CAPEX efficiency and service quality improvement via tower sharing in the Indonesian telecommunication industry: optimisation model using comparison of genetic algorithm and simulated annealing method," International Journal of Services, Economics and Management, Inderscience Enterprises Ltd, vol. 8(1/2), pages 90-108.
  4. Aldrin Herwany & Erie Febrian, 2013. "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.
  5. Erie Febrian & Aldrin Herwany & Adi Primadhi, 2013. "Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 23-34.
  6. Erie Febrian & Aldrin Herwany, 2011. "Depositor Sensitivity To Risk Of Islamic And Conventional Banks: Evidence From Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(3), pages 29-44.
  7. Shieldvie Halim & Rayenda Brahmana & Aldrin Herwany, 2011. "The Seasonality of Market Integration: The Case of Indonesia’s Stock Markets," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 59, pages 177-190, August.
  8. Erie Febrian & Aldrin Herwany, 2010. "The Performance Of Asset Pricing Models Before, During, And After An Emerging Market Financial Crisis: Evidence From Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 85-97.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Erie Febrian & Aldrin Herwany, 2009. "Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)," Working Papers in Economics and Development Studies (WoPEDS) 200910, Department of Economics, Padjadjaran University, revised Sep 2009.

    Cited by:

  2. Erie Febrian & Aldrin Herwany, 2009. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS) 200911, Department of Economics, Padjadjaran University, revised Sep 2009.

    Cited by:

    1. Mulyadi, Martin Surya, 2009. "Volatility spillover in Indonesia, USA, and Japan capital market," MPRA Paper 16914, University Library of Munich, Germany.
    2. Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.

  3. Herwany, Aldrin & Febrian, Erie, 2008. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper 10259, University Library of Munich, Germany.

    Cited by:

    1. Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper 11292, University Library of Munich, Germany.
    2. Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper 11246, University Library of Munich, Germany.
    3. Rahul Kumar Singh, 2023. "Efficiency of Wheat Futures across APMC Mandis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 681-701, September.

  4. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.

    Cited by:

    1. Md. Abu HASAN, 2017. "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, vol. 4(2), pages 239-249, June.
    2. Robin H. Luo & Thi Kim Anh Nguyen, 2012. "Dependence Structure of Equity and Foreign Exchange Markets: Evidence from Industrialized Asian Economies," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 2(1), pages 1-17.

  5. Mokhamad Anwar & Aldrin Herwany, 2006. "The Determinants of Successful Bank Profitability in Indonesia : Empirical Study for Provincial Government’s Banks and Private Non-Foreign Banks," Working Papers in Business, Management and Finance 200601, Department of Management and Business, Padjadjaran University, revised Jan 2006.

    Cited by:

    1. Arief Putranto & Aldrin Herwany & Erman Sumirat, 2012. "The Determinants Of Commercial Bank Profitability In Indonesia," Working Papers in Business, Management and Finance 201202, Department of Management and Business, Padjadjaran University, revised Dec 2012.

Articles

  1. Aldrin Herwany & Erie Febrian, 2013. "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.

    Cited by:

    1. Trabelsi, Nader & Naifar, Nader, 2017. "Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR," Research in International Business and Finance, Elsevier, vol. 42(C), pages 727-744.

  2. Erie Febrian & Aldrin Herwany & Adi Primadhi, 2013. "Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 23-34.

    Cited by:

    1. Nawal Seif Kassim & Roslily Ramlee & Salina Kassim, 2017. "Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 40-51.

  3. Erie Febrian & Aldrin Herwany, 2011. "Depositor Sensitivity To Risk Of Islamic And Conventional Banks: Evidence From Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(3), pages 29-44.

    Cited by:

    1. Umi Widyastuti & Erie Febrian & Sutisna & Tettet Fitrijanti, 2019. "Factors Explaining the Market Discipline of Sharia Mutual Funds from a Behavioural Finance Perspective: A Theoretical Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 198-212.

  4. Erie Febrian & Aldrin Herwany, 2010. "The Performance Of Asset Pricing Models Before, During, And After An Emerging Market Financial Crisis: Evidence From Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 85-97.

    Cited by:

    1. Ahmad Faisol & Sulaeman Rahman Nidar & Aldrin Herwany, 2022. "The Analysis of Risk and Return Using Sharia Compliance Assets Pricing Model with Profit-Sharing Approach (Mudharabah) in Energy Sector Company in Indonesia," JRFM, MDPI, vol. 15(10), pages 1-14, September.
    2. Hui, Eddie C.M. & Chen, Jia, 2012. "Investigating the change of causality in emerging property markets during the financial tsunami," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3951-3962.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (6) 2008-07-30 2008-09-13 2009-09-19 2009-09-19 2009-09-19 2009-09-19. Author is listed
  2. NEP-SEA: South East Asia (6) 2008-07-30 2008-09-13 2009-09-19 2009-09-19 2014-08-20 2016-09-04. Author is listed
  3. NEP-FMK: Financial Markets (4) 2008-07-30 2009-09-19 2009-09-19 2009-09-19
  4. NEP-FOR: Forecasting (2) 2009-09-19 2009-09-19
  5. NEP-BAN: Banking (1) 2014-08-20
  6. NEP-MST: Market Microstructure (1) 2009-09-19

Corrections

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