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"Skripsi ini membahas korelasi antara nilai CBR dan DCP untuk jenis tanah laterit di Depok. Pada penelitian ini, dilakukan serangkaian pengujian terhadap sampel tanah laterit yang berasal dari tiga lokasi di Depok yaitu Kota Kembang, Beji dan Juanda. Pengujian yang dilakukan mulai dari pengujian sifat fisik hingga pengujian CBR unsoaked dan uji DCP. Data-data hasil pengujian diolah dan dibuat hubungan korelasi nilai CBR unsoaked dan nilai DCP yang diekspresikan dalam fungsi logaritma. Model persamaan korelasi tersebut juga dibandingkan dengan persamaan korelasi dari penelitian lain yang dilakukan di Indonesia.

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This thesis discusses the correlation between the value of CBR and DCP for laterite soil type in Depok. In this study, conducted several tests on laterite soil samples from three locations in Depok, they are Kota Kembang, Beji and Juanda. The conducted test is ranging from physical properties tests to CBR unsoaked tests and the DCP tests. Test result datas are processed and maded the correlation of CBR unsoaked values and DCP values that expressed in logarithmic function. Correlation equation model is also compared with the correlation equation from other studies that conducted in Indonesia."

"Skripsi ini membahas hubungan kointegrasi dan kausalitas antara harga emas, harga minyak dunia, nilai tukar rupiah, dan Indeks Harga Saham Gabungan IHSG tahun 2007-2016. Penelitian ini adalah penelitian kuantitatif dengan data dari tahun 2007 hingga 2016. Data harga emas diperoleh dari World Gold Council, harga minyak dunia menggunakan West Texas Intermediate dari US Energy Information Administration, nilai tukar dari Bank Indonesia, serta IHSG dari laporan statistik Bursa Efek Indonesia.Hasil penelitian ini menunjukkan bahwa variabel harga emas, harga minyak dunia, nilai tukar rupiah, dan IHSG tidak memiliki hubungan kointegrasi dan variabel IHSG dan harga minyak dunia memiliki hubungan kausalitas terhadap nilai tukar rupiah.

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This thesis discusses the cointegration and causality relationship between gold price, crude oil price, rupiah exchange rate, and Indonesia Stock Exchange Composite Index IHSG period 2007 2016. This research is quantitative research with data from 2007 until 2016. Gold price data obtained from World Gold Council, crude oil price using West Texas Intermediate from US Energy Information Administration, exchange rate from Bank Indonesia, and IHSG from Indonesia Stock Exchange statistics report.

The results of this study indicate that the variable gold price, crude oil prices, exchange rate of rupiah, and IHSG has no cointegration relationship and variable IHSG and crude oil price has causality relationship to rupiah exchange rate."

"Penjelasan terbaru terkait book-to-market dilakukan oleh Ball (2020) yang berdasarkan temuannya pada saham-saham di Amerika Serikat menemukan bahwa faktor retained earnings dalam book-to-market yang memberikan book-to-market kekuatan dalam menjelaskan dan memprediksi expected return. Lalu apakah di Indonesia fenomena book-to-market tersebut dapat dijelaskan lewat faktor retained earnings? Penelitian ini menggunakan metode Fama-MacBeth regression dan uji portofolio menggunakan Single Index Model dalam menjelaskan return dan excess return terhadap book-to-market dan retained earnings-to-market. Hasil penelitian menunjukkan bahwa faktor retained earnings-to-market dapat menjelaskan average cross section of return. Uji portofolio menunjukkan bahwa faktor retained earnings-to-market memiliki alpha dan excess return yang lebih tinggi dibandingkan book-to-market untuk portofolio equally weighted.

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The most recent study regarding book-to-market was by Ball (2020) which based on stocks in the United States found that retained earnings gives book-to-market predictive power in explaining and predicting expected return. Then, can the book-to-market phenomenon in Indonesia be explained through the retained earnings factor? This study tries to explain and compare factors between retained earnings and book value of equity in Indonesia. This study uses the Fama-MacBeth regression method and portfolio test using Single Index Model in explaining returns and excess returns to book-to-market and retained earnings-to-market. The results show that the retained earnings-to-market factor can explain average cross section of returns. The portfolio test shows that the retained earnings-to-market factor had a higher excess return and alpha than book-to-market for equally weighted portfolio."