Dot Com Research Articles

Promosi, Harga dan Kualitas Jasa terhadap Keputusan Pembelian Konsumen pada PT. Qubic Ball Dot Com

The purpose study was to examine the effect of promotion, price and product quality on purchasing decisions on the Effect of Promotion, Price and Service Quality on consumer purchasing decisions at PT Qubic Ball Dot Com, Medan. The population in this study amounted to 167 customers and the sample in this study amounted to 118 customers. The sampling method is simple random sampling method. The research method used is using quantitative research methods, the type of research is descriptive, the type of data is the answer to the questionnaire. This research was conducted with validity and reliability tests and classical assumption tests consisting of normality tests, multicollinearity tests and heteroscedasticity tests. The results of this study indicate that partially the promotion variable obtained the value of t count> t table or 3.218> 1.98099 and significant 0.002 <0.05, the price variable obtained the value of tcount> t table or 2.610 1.98099 and significant 0.010 <0.05, The product quality variable obtained a tcount> ttable value or 2.266> 1.98099 and a significant 0.025 <0.05, the coefficient of determination test results show 36.1% of the explained variables, while the remaining 63.9% is explained by other variables not used in this study. The conclusion of this study is that promotion has a negative and significant effect on buyer decisions, price has a positive and significant effect on buyer decisions, product quality has a positive and significant effect on buyer decisions. Promotion, price and product quality have a simultaneous effect on buying decisions on the Effect of Promotion, Price and Service Quality on consumer purchasing decisions at PT. Qubic Ball Dot. Keywords : Service Quality, Purchasing Decisions, Promotion, Price

Misplaced Trust: How Positions of Influence Can be Abused in Managed Bubbles

This paper analyzes three of the most socially impactful and financially catastrophic managed bubbles in financial history, in order to understand their formation and guide future preventative legislation and market analysis. Through an in-depth analysis and historical comparison of the South Sea bubble, the Railway Mania of 1845, and the Dot Com bubble of the 1990s, historical parallels are established despite differing levels of existing market complexity. Furthermore, by understanding the key perpetrators of the three historical schemes and their contribution to the growth, manipulation, and collapse of the three bubbles, a generalized understanding of positions prone to financial manipulation can be better understood. The main focus of this paper is placed on the manipulative practices of government and media officials, and comparisons between their actions and methods reveal similar characteristics in their relative schemes, which can act as indicators of fraudulent market manipulation in future bubbling markets. The main characteristics analyzed through the three schemes is the manipulation of authority, credibility, and public perception.

REINVESTIGATING THE INFLUENCE OF DOT COM BUBBLE ON FINANCIAL MARKET AND INVESTMENTS

Development of financial markets and investment sector have ensured mutual reinforcement which was started in 1995 and deepened until the collapse of the bubble in 2000, which refined the characteristics of the web. This study thoroughly investigates speculative dot com bubble in research related to corporate finance by exploring the issues of dividend policy. In addition, we examined the dividend policy and speculative bubbles on the dataset and S&P 500. This study designs the contours of this capacity with emphasis on the generation of demand. Considering the “dividend smoothing” phenomenon, this article raises question on the efficiency of dividends observed as an important factor that affects investment bubbles. This study builds hypothetical payouts of dividends as per the corporate earnings reported. It is inferred that firms’ dividend policy affects speculative bubbles. The “dotcom bubble” is widely known as a common example for a “stock price bubble” in various equity indices like NASDAQ. It is observed with the dividend series observed as a common factor. It is not basically the case with the adjusted time series of dividends.

Stocks Price Prediction: Economy and AI

Abstract -Stocks have been the centre of the world economic for around more than a century. The basic needs of the man are food, water and shelter but the dynamics of how these needs are met changes with the time. One of the most important aspects is the economics of the mankind. The world wars, the dot com crash and the cold war have had great impact on the stocks. The next big impact is certainly going to be that of the Artificial Intelligence. Key Words: LSTM, RNN, Normalization algorithm, efficiency, accuracy, fragility, economics, machine learning, deep learning.

Comparison of Long-Term Investment Strategies: DCA vs Lump-Sum Investing in the S&P 500 Index

This research delves into the realm of long-term investments, a domain often navigated by unsophisticated investors who prefer a hands-off, 'set and forget' approach. Central to this investigation are two dominant investment strategies: Dollar-Cost Averaging and Lump-Sum investing. The study meticulously compares the performance of these strategies over a significant 21-year period, from January 2002 to December 2022, a timeline punctuated by major market upheavals such as the Dot Com Bubble and the 2020 Coronavirus crash. Drawing data from the reputable Yahoo! Finance on the S&P 500 index, the research offers a robust backtest of both strategies. The results are illuminating: Lump-Sum investments, especially those made during the nadir of February 2009, realized returns amplifying the initial investment by up to 5.2 times, clearly overshadowing the returns from Dollar-Cost Averaging. Intriguingly, a fusion of both strategies, a hybrid approach, showcased even more impressive gains, hinting at the merits of a diversified investment strategy. Conclusively, within the parameters of this research, Lump-Sum investing emerges as the more potent strategy. However, the study also paves the way for future inquiries, especially concerning the potential of these strategies in the turbulent waters of volatile assets, exemplified by Bitcoin.

Pengelolaan Invoice dalam Subdivisi Accounts Payables pada PT Vidio Dot Com

The MBKM Program aims to provide opportunities for Indonesian students to gain work experience from quality partners, and improve their competencies so they can compete in the world of work. This final report describes the writer’s experience while participating in an internship at PT Vidio Dot Com as accounts payable intern a subdivision on accounting division. In this MBKM activity the writer is assigned to assist operational activities in the finance and accounting division which will be explained more fully in this report, such as manage invoices, recording of asset number, data recapitulation, reconciliation of E-Commerce SVOD Revenue data, and making Accounts Payable Performance Report. Through this MBKM activity, the writer have the opportunity to improve their skills, for soft skills such as the ability to communicate across functions and organizational levels and presentation skills, for technical skills such as using Microsoft Excel in analyzing data, Google Workspaces (google slides, google sheets, and email), and Smartsheet.

Literature Review on Detecting Bubbles in Stock Market

Stock market bubbles are times when valuation dynamics are momentarily explosive. Stock bubbles can be interpreted as a deviation of stock prices from their fundamental value. LPPLS is one of model to calculate bubble, which assuming that an asset's observed price trend during a bubble era differs from its intrinsic fundamental value. This research is qualitative study or descriptive research to review the LPPLS as a model to calculate bubbles in stock. This study uses secondary data sourced from articles which published in Scopus Indexed International Journal. The conclusion of the research that the LPPLS model can calculate, predict and identify accurately bubbles related historical event such as the black Monday, dot com, and subprime crisis periods. The LPPLS model has the advantage, including construct end of bubble signals accurately.

Does the threat of takeover affect default risk?

AbstractWe examine the impact of the threat of takeovers on default risk. Using a sample of 50,189 firm‐year observations for US firms over the period 1990–2015, we find that the threat of takeovers has a negative relation with default risk. We use difference‐in‐difference analysis to address potential endogeneity concerns and propensity score matching to control for self‐selection bias. The results are robust to alternative measures of default risk and exclusion of the dot com and financial crisis periods. Our results also hold after controlling for Governance Index and Entrenchment Index. We identify improvement in performance and earnings quality in response to the threat of takeovers as channels underlying our main result. The effect of the threat of takeovers on default risk is more pronounced for firms with opaque information environment and low institutional ownership. Our findings provide important insights for the market for corporate control as a disciplining mechanism in reducing default risk.

Empowering Heritage Entrepreneurs: An Experience in Strategic Marketing

This article describes an Indian experience in building rural, community-based enterprises that respond to heritage marketing challenges and opportunities in a huge creative economy. In an era often dominated by market-driven approaches, the NGO ‘banglanatak dot com’ has innovated its art for life (AFL) approach, offering a robust model for empowering rural communities through entrepreneurship and community-led micro-enterprises. Sensitive to issues of cultural integrity and ownership, the AFL model includes a strong rights-based commitment along with continuous innovation, branding and the use of marketing tools. These include building digital capacities, use of social media and partnership with the tourism industry. The banglanatak experience responds to the fast-changing consumer trends of a globalized and digital world, thus often characterized by a lack of connect between traditional artists and evolving markets, inadequate market awareness on the intrinsic and outstanding value of a particular craft or art form, lack of cultural sensitivity among stakeholders working with traditional artists and frequent violation of the creative rights of makers. This article shares learning from interventions in West Bengal, in eastern India, which aim at empowering tradition bearers as key protagonists of heritage businesses. Their experience, severely tested through the global pandemic, offers hope and direction.

Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises

This paper discusses the asymmetric volatility spillovers between these two markets of BRICS’ countries during different financial and economic circumstances from 2010 until 2021, using the ARFIMA-FIAPARCH to model the dynamics of the marginal distribution. We study the feasibility of hedging stocks with oil, risk measurement functions allow financial practitioners to calculate the optimal hedge ratios and the corresponding to hedge portfolio returns. A dual long memory model is adopted to estimate the conditional mean and the conditional variance. Thereafter, a VaR,CVaR and ΔCVaR are applied to assess oil price exposure. Furthermore, to evaluate the optimal portfolio, we adopted the optimal portfolio weight, the optimal hedge ratio and the hedge effectiveness oil. Our results show that there are distinct economic benefits from hedging stocks with oil, although the effectiveness of hedging is both time-varying and market-state-dependent. We determine that the volatility transmission was time-varying and that influence from the Asian crisis, the bursting of the dot com bubble, the 2008 global financial crisis, the recent oil-price crash, and COVID 19 alternated between negative and positive values, over the entire studied period. During times of global financial uncertainty, investors reduce stock positions more than commodity positions, thus crude oil prices shock negatively affect the portfolio returns of stock-oil hedges. all stock market–oil pairs display the highest hedging effectiveness during the COVID-19 pandemic, which proved that the oil market can assist as a hedge for stock market in a portfolio.

Current Business Process Improvement in PT Vidio Dot Com

Merdeka Belajar – Kampus Merdeka (MBKM) is a government program to improve student’s leadership skills, innovation, capacity, personality, and independence. In this era of globalization, competition becomes more challenging especially in the workplace. Therefore, students need to prepare themselves by participating this MBKM program. This MBKM program was held at PT Vidio Dot Com, a broadcasting company and number one OTT in Indonesia, as a business analyst. The primary work and responsibility a business analyst is improvement project. This project is used to improve current business process held and build neat documentation in all divisions at PT Vidio Dot Com. All MBKM activities are effective and efficient to be conducted. Students can to learn, apply, and obtain several achievements in attitude, knowledge, general skills and special skills. This MBKM program is very feasible to run by the government which students can maximize the time given to increase their abilities and achieve the goal set by the company. Even though there are several limitations and need to be improved, this program also contribute to company and society.

Islam Dot Com: Contemporary Islamic Discourses in Cyberspace, written by Mohammed el-Nawawy and Sahar Khamis

Islam Dot Com: Contemporary Islamic Discourses in Cyberspace, written by Mohammed el-Nawawy and Sahar Khamis

Commentary on " Selecting futures: The role of conviction, narratives, ambivalence, and constructive doubt" by Fenton‐O'Creevy and Tuckett (2021)

Commentary on <i>"</i> Selecting futures: The role of conviction, narratives, ambivalence, and constructive doubt" by Fenton‐O'Creevy and Tuckett (2021)

Creating better tracking portfolios with quantiles

Tracking error is a ubiquitous tool among active and passive portfolio managers, widely used for fund selection, risk management, and manager compensation. This paper shows that traditional measures of the tracking error are incapable of detecting variations in skewness and kurtosis. As a solution, this paper introduces a new class of Quantile Tracking Errors (QuTE), which measures differences in the quantiles of return distributions between a tracking portfolio and its benchmark. Through an extensive simulation study, this paper shows that QuTE is six times more sensitive than traditional tracking measures to skewness and three times more sensitive to kurtosis. The QuTE statistic is robust to various calibrations and can easily be customized. By using the QuTE tracking measure during the Dot Com bubble and the Great Recession, this paper finds differences between the DIA and its benchmark, the DJIA, that otherwise would have gone undetected. Quantile based tracking provides a robust method for relative performance measurement and index portfolio construction.

Boom and Bust: A Global History of Financial Bubbles by William Quinn and John D. Turner

As financial crises became more frequent during recent decades, so also have books about them, as well as about crises that occurred centuries earlier. These studies tend to come in three styles: (1) narratives of one or more crises, usually by historians and journalists; (2) financial-economic-heuristic models of the typical patterns or essential stages of crises, as illustrated by historical examples, often adduced by financial economists with historical interests; and (3) large-scale data assemblies and econometric analyses covering decades or centuries of crises by economists.1Boom and Bust, written by two financial economists who observed firsthand from their posts in Belfast the devastating effects of the global financial crisis from 2007 to 2009 on Ireland, combines styles 1 and 2. The authors call their simple model “the bubble triangle.” Its three sides (with analogies to a fire) are marketability (oxygen), money and credit (fuel), and speculation (heat). Financial bubbles form when it is easy to buy and sell assets, when ample money and credit is available to finance speculative purchases, and when people are in a mood to speculate. These, however, are only necessary conditions for a bubble. They become sufficiently hot to inflate a bubble only with the right spark, which the authors contend can come from either of two sources, a captivating technological breakthrough (for example, the internet leading to the “dot com” bubble) or governmental policies that cause a rise in asset prices (for example, home-ownership policies leading to the sub-prime bubble).The authors develop narratives of several bubbles and then analyze each of them using their bubble-triangle framework. Some of the cases—the Mississippi and South Sea bubbles of 1719/20, the British railway mania of the 1840s, the Wall Street stock bubble of the late 1920s, Japan’s stock and real-estate bubble of the 1980s, and the recent “dot com” and sub-prime bubbles—are familiar to financial historians. Others such as the Australian real-estate bubble of the 1880s and the British bicycle mania of the 1890s are more obscure.The book’s discussion and analysis of two stock-market bubbles in China, in 2007 and 2015, is particularly useful because these bubbles are recent and not well known. In each instance, the Chinese authorities engineered a bubble to advance a policy goal. In 2007, the authorities wanted to privatize government-owned untraded shares in state-owned enterprises into privately owned tradable shares, and a bubble eased achievement of the goal. In 2015, after encouraging massive private-sector borrowing to alleviate the impact of the global crisis from 2007 to 2009, China’s authorities hoped that a new stock bubble would allow companies to raise equity capital on easy terms and use it to reduce their bloated debts. China’s 2015 bubble promoted debt for equity swaps to ease corporate debt burdens in the same way that John Law’s Mississippi bubble and the South Sea Company’s bubble did in 1719/20 to ease the debt burdens of the French and British governments. Financial history is cyclical, forever blowing bubbles.Quinn and Turner tout their model as predictive. A test of its predictive power seems underway (as of mid-2021), when the S&amp;P 500 stock index hit an all-time high. All the authors’ necessary conditions for a bubble scenario appear to be in place. Competition of financial firms for assets and trades has made the marketability of stocks and other assets easier and cheaper than ever before. The Federal Reserve roughly doubled its balance sheet over the past year, vastly expanding the supply of money and credit. To fight the economic slowdown caused by the Covid-19 pandemic, Congress enacted trillions of dollars of fiscal stimulus, with more on the way. Signs of speculative excesses abound, with names such as Archegos, Bitcoin, Credit Suisse, GameStop, Greensill, non-fungible tokens (nfts), Nomura, Reddit, Robinhood, and special-purpose acquisition companies (spacs) attached to them. So far, none of these potential sparks has started the deflation of a bubble, if indeed there is one in mid-2021. Conventional wisdom, challenged by Quinn and Turner, holds that we can know a bubble only after it bursts. By the time this review is published, we may have some test results.

ICHIMOKU TRADING STRATEGY DURING COVID-19 BUBBLE

ABSTRACT We show that technical trading rules based on the midpoint of high and low values can time the bubble's entry and exit, which is unique to this paper and known in technical trading circles as the Ichimoku Cloud. We detect a possible new bubble in the U.S. stock market in real-time using the Backward Supremum Augmented Dickey-Fuller technique (BSADF) and find several bubbles in the U.S. stock market over 1973-2020, including a new Covid-19 bubble. Previous studies have shown this to date stamp bubbles in the U.S. in real-time from 1928-2008. The bubble is based on pure speculation rather than fundamentals, and it shows annualized returns of 32% during the Covid-19 bubble with a standard deviation of 8%. In comparison, the market showed returns of 8% and a standard deviation of 9%. FRED Indicator indicated a recession from January 2020 – October 2021. It performs similarly in previous bubbles such as Black Monday (1987), Dot Com (2001), and Sub Prime Mortgage (2008). We compare its performance to the moving average. The results provide the Ichimoku Cloud validity in being used alongside the moving average in momentum studies. Keywords Ichimoku, Cloud, Bubbles, Asset Pricing, BSADF

ASSESSING MARKET RISK DURING FINANCIAL CRISES – AN APPLICABLE METHOD OF USING VALUE AT RISK AND EXPECTED SHORTFALL IN INVESTMENTS

Amid financial crises, the risk of losing money from the investing activity is higher due to the volatility of the market, and unpredictable movements of the prices. Thus, methods for risk measurement such as Value at risk and expected shortfall, help investors and fund managers to prepare for the potential losses and hedge accordingly. This paper summarizes the last three major crises (dot com bubble, the housing market bubble, and healthcare crisis) in an attempt to decide which of them induced the highest market risk, by applying Value at risk and expected shortfall methods to S&amp;P 500 index. Knowing the past and learning from how the stock market moved during these crises help the investors to prepare for future crises.

Understanding the role of visuals in commercial website interaction on smartphone display

Flexible and ease of internet access through mobile device in Indonesia has changed the way users interact with commercial websites, especially online ticketing service website. Yet, no study on how the presented website visuals on smartphone display perceived and experienced by users is found. This paper exposes users’ interactive experience on smartphone display, showcasing 3 (three) popular online ticketing service providers in Indonesia, traveloka dot com, pegi-pegi dot com, and tiket dot com. 60 individuals were purposively sampled and each was asked to access all chosen websites using provided smartphone. 2 (two) pages follow-up questionnaire was presented to each respondent: first page is for identifying users’ perception 5 (five) items likert-scale responses and second page is for identifying users’ experiences using Schrepp, Hinderks &amp; Thomaschewski’s UXQ (User Experience Questionnaire). Results show that when interacting with online ticketing service websites on smartphone, sites that look simple and easy to interact with may provide sense of savvyness, comfortability, and security. This indicates that presented website visuals on smartphone display affect users’ experience when using online services. Although further studies are needed, this results offer valuable insights to the discussions of human interactive experience in using online platform.

Back to the Future

When speculating about the state of moving image in 2021, it might be instructive to explore the ‘pre-history’ of the current streaming era – and therefore this paper will initially focus on a particular cultural/historical moment, the year 2000 (and the very early 2000s); the start of a new millennium and the peak of the ‘dot com era’. This period was characterized by a huge burst of creative and technological energy related to moving image on the web, manifested in the emergence of specialised web portals such as Atomfilms, Shockwave, Heavy, Brickflims; independent creators such as Evan Mather and hi.res; a global plethora of Fanfilms (particularly based around Star Wars); as well as digital moving image festivals such as One Dot Zero (UK) and Res.Fest (US), which purported to be a window into the future, or at least the ‘bleeding edge’ of new media aesthetics intersecting with cinema. In this pre-Broadband and pre-YouTube period, the web was a ‘clunky’ and unreliable platform for a variety of technically complicated moving image files. However, it is possible to look back on the early 2000s as a liminal moment between the celluloid/video/physical media era and our remotely hosted, high-definition present. This paper will describe it as a fertile and open space, where artists and curators had the opportunity to dream of what the future might become, grappling with how moving image on the web (and their narrative language and aesthetics) could be envisioned differently from what had come before. If the Internet was a ‘site’, what types of moving image work could be ‘site-specific’? The paper will offer up key examples from that period and then jump forward in time to apply a similar framework of speculation to moving image online in the year 2021, and in the latter stages will explore what if any radical new ways of storytelling might arise as we move forward into an uncertain ‘future’.

A Systematic Approach to Reduce Digital Waste

2021 looks set to be a major inflection point for the digital economy. It’s certainly not the first. We’ve lived through several such moments in the past 30 years, and they have mainly been centered on vectors of innovation and finance. The World Wide Web (1995) was an innovation inflection; the dot com bust that followed (2000) was a finance inflection. The iPhone and App Store were technology and business model innovations, as were advances in machine learning and ‘AI’ products around 2016. The signals that we’ve hit another inflection point are all around us. Multiple competition policy cases in the US, in Europe, and now in China. The precipitous decline in reputation and trust among major social media firms. The story of ‘surveillance capitalism’ and its catastrophic, almost apocalyptic view of modern technology bound to capital accumulation leaving humanity and human values behind. The monetization of hate, lies, and disinformation. It’s hard to see how these issues get put back into a box or managed with only incremental changes on the part of users, firms, or governments. Today’s inflection point will involve both innovation and finance, but it is fundamentally about something different: negative externalities. In simpler language, ‘digital waste’ and the harms that are associated with it. Seen through that conceptual lens, it’s possible to chart a reasoned, efficient, humane, and plausible path forward. If reducing the harms from digital waste is the over-arching objective, there are models we can draw from in other waste management settings to help societies work intentionally and efficiently with a focused approach, rather than haphazardly and in a manner where priorities are buffeted by emotion and pure political maneuvers. In this article we build out the analogy, in order make the case for a simple thought experiment in constructing a systematic blueprint for reducing harms that people experience from digital waste.