PENGARUH RETURN SAHAM, VOLUME PERDAGANGAN DAN VOLATILITAS HARGA SAHAM TERHADAP BID-ASK SPREAD PADA PERUSAHAAN YANG MELAKUKAN STOCK SPLIT DI BURSA EFEK INDONESIA
Abstract: The purpose of this
research is to investigate and analyze the effect of stock returns, stock
trading volume and stock price volatility toward bid-ask spread on companies
that doing stock split activity in the Indonesia Stock Exchange.
Type of this research is asosiative research. The population that is used
in this research is 20 companies that doing stock split activity in the
Indonesia Stock Exchange with some criterias. Hypothesis testing uses multiple
regression method, with significance level 5%.
The results of this research indicates that stock returns, stock trading
volume and stock price volatility simultaneously have significantly effect
toward bid-ask spread in the stock on companies that doing stock split activity
in the Indonesia Stock Exchange. Partially, stock trading volume has positive
effect and not significant, and stock price volatility has negative effect and
not significant, only the stock return has positive and significant effect
toward bid-ask spread on companies that doing stock split activity in the
Indonesia Stock Exchange.
Keywords: stock return,
bid-ask spread, stock split, stock trading volume, and stock price volatility
Penulis: Veronica Napitupulu,
Syahyunan
Kode Jurnal: jpmanajemendd130597
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