Prof. Dr. Siti Saadah, S.E., M.T., CertDA.
8/6/2026 12:00:00 AM
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NIDN
Academic Position
E-mail
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: 0306016701
: Professor
: siti.saadah@atmajaya.ac.id
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Biography
Siti Saadah - Unika Atma Jaya
She obtained his Doctorate in Finance from the University of Indonesia in 2010. Her career at Unika Atma Jaya began in 1991 as a lecturer in the Faculty of Economics and Business. Throughout his professional career, she has conducted various research activities funded by both internal and external sources. Most recently, in 2022, she received a research grant from the Ministry of Research, Technology, and Higher Education (Kemenristek Dikti) for a study on market risk measurement in the financial industry. Her research findings were published in a reputable international journal in 2024 under the title "The dynamic quantile approach for VaR estimation: empirical evidence from the Indonesian banking industry." A study she conducted in 2023 was recognized as one of the top three research projects in a competition organized by the Indonesia Deposit Insurance Corporation (LPS). The results of this research were published in a national journal accredited with a SINTA 1 rating in April 2025, titled "Interconnectedness and systemic risk: Insights from Indonesian financial conglomerates." Since 1997 until now, she has also been active as an instructor for educational programs organized by the BCA Learning Institute.
S1 - Padjadjaran University (1990)
S2 - Bandung Institute of Technology (1997)
S3 - University of Indonesia (2010)
Managerial Economics
Corporate Finance
Investment Management
Financial Management
Corporate Finance Management
Indonesian Economy Seminar
Sustainable Investment Theory I
Sustainable Investment Theory II
Dr. Siti Saadah S.E., MTMI., 2012, Capital Structure’s Dynamic Response to Exogenous Variables: A Case of Listed Manufacturing Firms in Indonesia
Dr. Siti Saadah S.E., MTMI., 2013, Response Asymmetry in Spillover Volatility: An Empirical Study in the Indonesia and Singapore Stock Market
Dr. Siti Saadah S.E., MTMI., 2016, NILAI TUKAR RUPIAH DAN KINERJA PASAR SAHAM: STUDI EMPIRIK PADA BURSA SAHAM INDONESIA
Dr. Siti Saadah S.E., MTMI., 2016, The Green Shoe Option’s Effectiveness at Stabilizing the IPO’S Stock Price on the Indonesian Stock Exchange (2000-2013)
Dr. Siti Saadah S.E., MTMI., 2018, Volatility Spillover In Stock And Commodity Futures Market: Empirical Analysis In Indonesia’s Financial Market
Dr. Siti Saadah S.E., MTMI., 2018, Volatility Spilover Analysis Post Implementation Of AEC 2015 Agreement: Empirical Study on ASEAN-5 Stock Market
Dr. Siti Saadah S.E., MTMI., 2019, Watch Your Neighbor: A Volatility Spillover in ASEAN-5 Stock Exchange
Dr. Siti Saadah S.E., MTMI., 2020, Value at risk estimation of exchange rate in banking industry
Dr. Siti Saadah S.E., MTMI., 2021, EDUKASI LITERASI KEUANGAN DAN PELATIHAN KOMUNIKASI TEURAPETIK BAGI MAHASISWI DAN DOSEN STIK SINT CAROLUS, JAKARTA PUSAT
Dr. Siti Saadah S.E., MTMI., 2021, Pandemic and Indonesia Stock Market Performance
Dr. Siti Saadah S.E., MTMI., 2022, Exchange Rate Volatility and Economic Growth; Managed Floating and Free-Floating Regime
Dr. Siti Saadah S.E., MTMI., 2023, Stock liquidity and stock returns: the moderating role of financial constraints
Dr. Siti Saadah S.E., MTMI., 2023, The Impact of the Covid-19 Pandemic Crisis on the Performance of Pharmaceutical Companies' Stock Price; Case Study of Pharmaceutical Companies in Indonesia
Environmental, Social, and Governance (ESG)-Based Stocks and Bitcoin: A Sustainable Investment Perspective – Evidence from Indonesia. (2026).
Interconnectedness of Financial Assets across the ASEAN-5 in Crisis Periods. (2026).
Sell in May and Go Away; is the Pattern Evident in the Indonesia Stock Exchange? (2026).
Interconnectedness and Systemic Risk: Insight from Indonesian Financial Conglomerates. (2025).
The Dynamic Quantile Approach for VaR Estimation: Empirical Evidence from Indonesia Banking Industry. (2024).