PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN, DAN VARIANCE RETURN TERHADAP HOLDING PERIOD DENGAN BID ASK SPREAD SEBAGAI VARIABEL INTERVENING PADA PERUSAHAAN BARANG KONSUMSI TERDAFTAR DI BEI PERIODE 2015 - 2016

ASTUTI, NITA (2018) PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN, DAN VARIANCE RETURN TERHADAP HOLDING PERIOD DENGAN BID ASK SPREAD SEBAGAI VARIABEL INTERVENING PADA PERUSAHAAN BARANG KONSUMSI TERDAFTAR DI BEI PERIODE 2015 - 2016. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to examine and analyze the effect of Stock Price, Trading Volume, and Variance Return on the Bid ask spread and the effect on Holding Period in Indonesia Stock Exchange, sub sector of Consumer Goods. Research data from January 2015 until December 2016. The sampling method used was purposive sampling, as the result 6 company (144 sample) met the criteria to be the sample and data processing was done using Eviews 8 program. The analytical method used in this research is panel data and multiple regression as method of analysis and measurement of direct effect and indirect effect analysis. The results showed that Trading Volume are having negative and significant influence to the Bid Ask Spread, however Stock price has negative and Variance Return has positive but insignificant effect on Bid Ask Spread. Stock Price and Variance return insignificant effect on Holding Period, however Trading volume has negative and significant influence to the Holding Period. Bid Ask Spread has Positive and significant influence to the Holding Period. Stock Price, Trading Volume, and Variance Return simultaneously are having significant influence to the Bid Ask Spread and Holding Period. The examination of indirect effect showed bid ask spread as intervening variable could be considered to measure the influence of trading volume to Holding Period. Keywords : Stock Price, Trading Volume, Variance Return, Bid Ask Spread, Holding Period Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh harga saham, volume perdagangan, dan variance return terhadap bid ask spread dan dampaknya terhadap holding period pada sub sektor barang konsumsi di Bursa Efek Indonesia. Penelitian ini mengambil data Januari 2015 - Desember 2016. Penelitian ini menggunakan metode sampling yaitu purposive sampling menghasilkan 6 perusahaan (144 sampel) yang memenuhi kriteria dan pengolahan data menggunakan program Eviews 8. Metode analisis yang digunakan dalam penelitian ini adalah data panel dengan metode analisis regresi linier berganda dan pengukuran langsung maupun tidak langsung. Hasil Penelitian menunjukkan volume perdagangan berpengaruh negatif dan signifikan terhadap bid ask spread, sedangkan Harga saham berpengaruh negatif dan variance return berpengaruh positif tetapi tidak signifikan terhadap bid ask spread. Harga Saham dan variance return tidak signifikan terhadap holding period sedangkan volume perdagangan berpengaruh negatif dan signifikan terhadap holding period. Bid ask spread berpengaruh positif dan signifikan terhadap Holding Period. Harga saham, volume perdagangan, dan variance return secara simultan berpengaruh signifikan terhadap bid ask spread dan holding period. Pengujian pengaruh tidak langsung menunjukkan bahwa variabel bid ask spread dapat dipertimbangkan sebagai variabel intervening dalam mengukur pengaruh volume perdagangan terhadap holding period. Kata Kunci : Harga Saham, Volume Perdagangan, Variance Return, Bid Ask Spread, Holding Period

Item Type: Thesis (S2)
NIM: 55114120268
Uncontrolled Keywords: Harga Saham, Volume Perdagangan, Variance Return, Bid Ask Spread, Holding Period
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.1 Administration and Library Management/Administrasi dan Manajemen Perpustakaan > 025.11 Finance/Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 06 Jul 2018 04:05
Last Modified: 06 Jul 2018 04:05
URI: http://repository.mercubuana.ac.id/id/eprint/43546

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