PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN SAHAM, RETURN SAHAM DAN VARIAN RETURN SAHAM TERHADAP BID-ASK SPREAD; STUDI TERHADAP PERUSAHAAN YANG TERGABUNG PADA LQ-45 TAHUN 2014-2015

YOGASWARA, YUDHA (2017) PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN SAHAM, RETURN SAHAM DAN VARIAN RETURN SAHAM TERHADAP BID-ASK SPREAD; STUDI TERHADAP PERUSAHAAN YANG TERGABUNG PADA LQ-45 TAHUN 2014-2015. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

Preview	Text (Cover) 1 Cover Yudha Yogaswara.pdf Download (323kB) | Preview
Preview	Text (Abstrak) Abstraks Yudha Yogaswara.pdf Download (65kB) | Preview
	Text (Bab 1) BAB I Yudha Yogaswara.pdf Restricted to Registered users only Download (143kB)
	Text (Bab 2) BAB II Yudha Yogaswara.pdf Restricted to Registered users only Download (97kB)
	Text (Bab 3) BAB III Yudha Yogaswara.pdf Restricted to Registered users only Download (340kB)
	Text (Bab 4) BAB IV Yudha Yogaswara.pdf Restricted to Registered users only Download (228kB)
	Text (Bab 5) BAB V Yudha Yogaswara.pdf Restricted to Registered users only Download (307kB)
	Text (Bab 6) BAB VI Yudha Yogaswara.pdf Restricted to Registered users only Download (24kB)
	Text (Daftar Pustaka) DAFTAR PUSTAKA Yudha Yogaswara.pdf Restricted to Registered users only Download (680kB)
	Text (Jurnal) Jurnal Yudha Yogaswa.pdf Restricted to Registered users only Download (547kB)

Abstract

This study aims to provide clarity about the magnitude of the influence of stock prices, stock trading volume, stock returns, and stock return variants of bid-ask spreads on companies included in LQ 45 period 2014-2015. The population in this research is 45 companies listed in LQ 45 period 2014 - 2015. This study uses quantitative data collected by purposive sampling technique so that the resulting sample is as many as 23 companies. The research period was conducted from the beginning of 2014 - 2015 and recorded monthly so that the data amounted to 552 observations. The independent variables used in this study are stock prices, stock trading volume, stock returns, and stock return variances. While the bid-ask spread of stock is the dependent variable. To explain the effect of independent variables on dependent variable, the data obtained in this study were analyzed using panel data regression model. Based on the results of statistical tests and discussion of the discussion, stock price variables, stock trading volume, stock returns, and stock return variances, proved to be partially and simultaneously or significantly affect the bid-ask spread of shares in companies included in LQ 45 Period 2014-2015. Combined independent variables of this study can explain the variability of bid-ask spread of stock on companies that included in LQ 45 of 48.3%. Keywords: Bid-ask Spread, stock price, stock return, stock return variant and stock trading volume. Penelitian ini bertujuan untuk memberikan kejelasan tentang besarnya pengaruh harga saham, volume perdagangan saham , return saham, dan varian return saham terhadap bid-ask spread pada perusahaan yang termasuk pada LQ 45 periode 2014- 2015. Populasi dalam penelitian ini adalah 45 perusahaan yang terdaftar dalam LQ 45 periode 2014 – 2015. Penelitian ini menggunakan data kuantitatif yang dikumpulkan dengan teknik purposive sampling sehingga sample yang dihasilkan adalah sebanyak 23 perusahaan. Periode penelitian dilakukan dari awal tahun 2014 - 2015 dan dicatat secara monthly sehingga datanya berjumlah 552 observasi. Adapun variabel independen yang digunakan dalam penelitian ini adalah harga saham, volume perdagangan saham, return saham, dan varian return saham. Sedangkan bid-ask spread saham adalah variabel dependen. Untuk menjelaskan pengaruh variabel independen terhadap variabel dependen, data yang diperoleh dalam penelitian ini dianalisis menggunakan model regresi data panel. Berdasarkan hasil pengujian statistik dan analisis pembahasan, variabel harga saham, volume perdagangan saham, return saham, dan varian return saham, terbukti berpengaruh secara parsial dan simultan atau secara bersama-sama secara signifikan terhadap bid-ask spread saham pada perusahaan yang termasuk di LQ 45 periode 2014-2015. Gabungan variabel independen penelitian ini dapat menjelaskan variabilitas bid-ask spread saham pada perusahaan yang termasuk pada LQ 45 sebesar 48,3%. Kata kunci : Bid-ask Spread, harga saham, return saham, varian return saham dan volume perdagangan saham.

Actions (login required)

View Item