Judul: Comparative Analysis of IDX80 Stock Return and  Trading Volume Before and After the Announcement of Real Count Results of the 2024  Presidential Election
Abstrak: Sebagai salah satu instrumen perekonomian, pergerakan investasi di bursa efek sangat dipengaruhi oleh peristiwa politik. Hal ini terjadi karena pada setiap peristiwa yang terjadi, terkandung informasi yang akan memengaruhi reaksi dan keputusan investasi para investor. Peristiwa politik yang baru saja terjadi adalah pengumuman hasil real count Pemilihan Umum Presiden (Pilpres) 2024. Tujuan penelitian ini adalah untuk melihat pengaruh pengumuman hasil real count terhadap return dan volume perdagangan saham. Penelitian ini menggunakan metode event study untuk melihat perbedaan abnormal return dan trading volume activity pada periode 5 hari sebelum dan 5 hari setelah peristiwa pengumuman terhadap indeks IDX80. Berdasarkan hasil penelitian, ditemukan bahwa tidak terdapat perbedaan rata-rata abnormal return yang signifikan sebelum dan setelah peristiwa pengumuman. Namun, hasil penelitian juga menemukan bahwa terdapat perbedaan rata-rata trading volume activity yang signifikan sebelum dan setelah peristiwa pengumuman hasil perhitungan real count Pilpres 2024., As one of the economic instrument, investment activity on the stock market is highly affected by any political events. This happens because every event that occurs, contains information that will affect the reaction and investment decisions of investors. A major political event that has just occurred is the announcement of the 2024 Indonesian presidential election real count result. The purpose of this study is to see the impact of the announcement of election real count result to the return and volume of the stock trading activity. This study is using an event study method to see the significant difference of abnormal return and trading volume activity during 5 days before and 5 days after the announcement is made publicly on the IDX80 index. The result of this study found that there was no significant difference in average abnormal return before and after the election announcement made publicly. The result also found that there was a significant difference of average trading volume activity return before and after the 2024 presidential election announcement made publicly.
Keyword: abnormal return, event study, trading volume activity, real count result announcement

Judul: SRI-KEHATI Index Investor Response to the Determination of the Status of the COVID-19 Pandemic in Indonesia
Abstrak: Penetapan COVID-19 sebagai pandemi di Indonesia melalui Keputusan Presiden Nomor 11 tahun 2020 tentang Penetapan Kedaruratan Kesehatan Masyarakat Coronavirus Disease 2019 berpotensi menghasilkan reaksi pasar terutama pada indeks SRI-KEHATI yang dinilai relatif lebih stabil dan diharapkan mampu bertahan pada kondisi sulit. Penelitian dilakukan untuk mengetahui apakah indeks SRI-KEHATI dapat digolongkan berkinerja baik pada kondisi tidak normal selama pandemi COVID-19. Penelitian menggunakan metode event study dengan metode penarikan sampel purposive sampling diukur dengan rentang waktu 5 hari sebelum dan 5 hari sesudah peristiwa serta 120 hari periode estimasi. Teknik analisis data menggunakan uji normalitas Shapiro-Wilk uji beda dengan pendekatan Paired Sample T-test dan Wilcoxon Signed rank test dengan peranti lunak SPSS 25. Hasil dari penelitian ini menunjukan bahwa penetapan pandemi COVID-19 di Indonesia tidak memberikan reaksi yang signifikan pada abnormal return dan trading volume activity pada perusahaan yang terdaftar dalam Indeks SRI-KEHATI di Bursa Efek Indonesia., The Declaration of COVID-19 as a pandemic in Indonesia through Presidential Decree No. 11 of 2020 on the Declaration of a Public Health Emergency for Coronavirus Disease 2019 had the potential to trigger market reactions, particularly on the SRI-KEHATI index, which was considered relatively stable and expected to withstand challenging conditions. This research was conducted to determine whether the SRI-KEHATI index could be classified as performing well during abnormal conditions amid the COVID-19 pandemic. The study utilized the event study method with purposive sampling, measured within a 5-day window before and after the event, and a 120-day estimation period. Data analysis employed the Shapiro-Wilk test for normality, paired sample T-test, and Wilcoxon signed-rank test using SPSS 25 software. The findings of this study indicated that the declaration of the COVID-19 pandemic in Indonesia did not significantly affect abnormal return and trading volume activity for companies listed in the SRI-KEHATI Index on the Indonesia Stock Exchange.
Keyword: abnormal return, trading volume activity, event study, SRI-KEHATI

Judul: Karakterisasi gen nifD bakteri metanotrof asal sawah
Abstrak: Methanotrophic bacteria are methane oxidizing bacteria. Some methanotrophs able of fix nitrogen using nitrogenase enzyme. Nitrogenase is composed of two multisubunit metallo protein. Component I contains the active site to nitrogen reduction, encoded by the nifD and nifK genes. Methanotrophic isolates of BGM 3 and BGM 9 had high ammonium accumulation cultured in Nitrate Mineral Salts (NMS) free nitrogen medium. nifD gene fragmens from BGM 3 and BGM 9 were amplified and sequenced. Sequences analyzed using bioinformatics tools such as Blast-N, Blast-X, Expasy Translate Tools, Conserved Domain (CDD) and Scan PROSITE. Phylogenetic construction made using MEGA 4 software. Sequence analysis showed that the nifD sequences of BGM 3 and BGM 9 most closely related to nifD fragmen of Xanthobacter autotropicus PY2. The Identity values of nifD sequences was 92% and 91% respectively. nifD genes from these isolates encode FeMo protein, which was 4Fe4S and 2Fe2S clusters. The nifD gene of BGM 3 and BGM 9 suspected to have same ancestor with the nifD gene of Xanthobacter autotropicus PY2 and Bradyhizobium japonicum USDA 110.
Keyword: