PENGARUH VOLUME PERDAGANGAN, FREKUENSI PERDAGANGAN, DAN VOLATILITAS HARGA SAHAM TERHADAP BID ASK SPREAD PADA PERUSAHAAN YANG MELAKUKAN STOCK SPLIT DI BURSA EFEK INDONESIA PERIODE 2010-2014

SARI, PUTRI YUNITA (2015) PENGARUH VOLUME PERDAGANGAN, FREKUENSI PERDAGANGAN, DAN VOLATILITAS HARGA SAHAM TERHADAP BID ASK SPREAD PADA PERUSAHAAN YANG MELAKUKAN STOCK SPLIT DI BURSA EFEK INDONESIA PERIODE 2010-2014. S1 thesis, Universitas Negeri Jakarta.

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Abstract

PUTRI YUNITA SARI. Influence Of Stock Trading Volume, Trading Frequency, And Stock Price Volatility Toward Bid Ask Spread On Companies That Doing Stock Split Activity In Indonesia Stock Exchange During Period 2010-2014. State University Of Jakarta. 2015 Advisors : (1) Rida Prihatni SE, Akt, M.Si; (2) Marsellisa Nindito SE, Akt, M.Sc CA The purpose of this study was to determine the effect of trading volume, trading frequency and volatility of stock price to bid ask spread. The sample used was a company that conducted a stock split 2010-2014. Data obtained sourced from Indonesia Stock Exchange is ICMD (Indonesian Capital Market Directory and yahoo finance. The sample used in this study were 35 companies using purposive sampling method. This analysis using multiple linear regression analysis. The results of this test showed that the partial variable trading volume, trading frequency and volatility of stock prices affect the bid ask spread. Based on the analysis found that the trading volume variable significant negative effect on the bid-ask spread. This shows that the higher the number of shares traded, then the value of the bid-ask the lower the spread. Variable frequency trading significant positive effect on the bid-ask spread. This shows that the higher frequency of trading a stock, then the value of the bid-ask spread will be even greater. Variable price volatility estimator significant positive effect on the bid-ask spread , This shows that the higher the risk of a stock resulting from stock price fluctuation proven will increase the value bid-ask spread and simultaneously indicate that all variables significantly influence the bid ask spread. Key Words: bid-ask spread, trading volume, trading frequency, price volatility estimator

Item Type:	Thesis (S1)
Additional Information:	Pembimbing I: Rida Prihatni, SE, Akt, M.Si ; Pembimbing II: Marsellisa Nindito, SE, M.Sc, Ak, CA
Subjects:	Ilmu Sosial (Social Science) > Perdagangan, Komunikasi, Transportasi (Commerce, Communications, Transportation) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Perusahaan (Management for Enterprises) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Analisis Data Manajemen (Data Processing and Analysis of Management) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Investasi, Manajemen Modal, Kapitalisasi (Management of Investment, Capitalization)
Divisions:	Fakultas Ekonomi > S1 Akuntansi
Depositing User:	Budi Siswanto
Date Deposited:	12 Mar 2018 06:50
Last Modified:	12 Mar 2018 06:50
URI:	http://repository.fe.unj.ac.id/id/eprint/3705

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