Analisis Pengaruh Return Saham, Volume Perdagangan Saham, Dan Varian Return Saham Terhadap Bid-Ask Spread Saham Pada Perusahaan Manufaktur Yang Tergabung Dalam Indeks LQ 45 Selama Periode Tahun 2010-2012
Total View This Week0
Total View This Week0
Institusion
STIE Indonesia Banking School
Author
Wijaya, Mahendra Agung
Subject
HD28 Management. Industrial Management
Datestamp
2024-07-22 03:54:54
Abstract :
The purpose of this study is to test the impact of stock return, stock trading volume, and variance of stock return on bid-ask spread. Using 8 manufacture companies which are united in LQ 45 index during the period of 2010 until 2012. Multiple regression analysis was used to test the impact of stock return, stock trading volume, and variance of stock return on bid-ask spread The results show that first, stock return significantly has positive impact on bid-ask spread. Second, stock trading volume unsignificantly has negative impact on bid-ask spread. Third, variance of stock return significantly has positive impact on bid-ask spread. Keywords: bid-ask spread, stock return, stock trading volume, variance of stock return, and LQ 45
The purpose of this study is to test the impact of stock return, stock trading volume, and variance of stock return on bid-ask spread. Using 8 manufacture companies which are united in LQ 45 index during the period of 2010 until 2012. Multiple regression analysis was used to test the impact of stock return, stock trading volume, and variance of stock return on bid-ask spread The results show that first, stock return significantly has positive impact on bid-ask spread. Second, stock trading volume unsignificantly has negative impact on bid-ask spread. Third, variance of stock return significantly has positive impact on bid-ask spread. Keywords: bid-ask spread, stock return, stock trading volume, variance of stock return, and LQ 45
Download
book
BibTex
Latex, Jabref
cloud_download
Original Resource
url resource Institution
