NUGRAHA, HANINDRA HERI (2021) ANALISIS PENGARUH BID-ASK SPREAD, MOMENTUM OVERNIGHT, VOLATILITAS DAN TURNOVER TERHADAP RETURN SAHAM (Studi Empiris pada Perusahaan yang Terdaftar di dalam Indeks InfoBank15, Tahun 2015-2019). S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
The purpose of this study is to determine the effect of Bid-Ask Spread, Momentum Overnight, Stock Price Volatility, and Trading Turnover on Stock Returns. The object of this research is the company listed on Index InfoBank15 in 2015-2019. This research uses a causal research design. The study population consisted of 15 companies listed on Index InfoBank15 in 2015-2019. While the sample of this study consisted of 8 sector companies listed on index InfoBank15 in 2015-2019. The selection of this sample uses the method of saturated sampling. The data analysis of this research uses the method of panel data regression analysis with data processing tools namely Eviews 10. This research proves that Stock Price Volatility has no effect on stock returns. Bid-Ask Spread has positive and significant effect on stock returns. Momentum Overnight has positive and significant effect on stock returns. Trading Turnover has positive and significant effect on stock returns. Keywords: Bid-Ask Spread, Momentum Overnight, Stock Price Volatility, Trading Turnover and Stock Return. Penelitian ini bertujuan untuk mengetahui pengaruh Bid-Ask Spread, Momentum Overnight, Volatilitas Harga Saham, dan Trading Turnover terhadap Return saham. Objek penelitian ini adalah perusahaan yang terdaftar di Indeks InfoBank15 tahun 2015-2019. Penelitian ini menggunakan desain penelitian adalah penelitian kausal. Populasi penelitian ini terdiri dari 15 perusahaan yang terdaftar di Indeks InfoBank15 tahun 2015-2019. Sedangkan sampel penelitian ini terdiri dari 8 perusahaan yang terdaftar di Indeks InfoBank15 tahun 2015-2019. Pemilihan sampel ini menggunakan metode yaitu sampel jenuh. Analisis data penelitian ini menggunakan metode yaitu analisis regresi data panel dengan alat pengolahan data yaitu aplikasi Eviews 10. Penelitian ini membuktikan bahwa Volatilitas Harga Saham tidak berpengaruh terhadap return saham. Bid-Ask Spread berpengaruh positif dan signifikan terhadap return saham. Momentum Overnight berpengaruh positif dan signifikan terhadap return saham. Trading Turnover berpengaruh positif dan signifikan terhadap return saham. Kata Kunci: Bid-Ask Spread, Momentum Overnight, Volatilitas Harga Saham, Trading Turnover dan Return Saham.
| Item Type: | Thesis (S1) |
|---|---|
| NIM/NIDN Creators: | 43117010091 |
| Uncontrolled Keywords: | Bid-Ask Spread, Momentum Overnight, Volatilitas Harga Saham, Trading Turnover dan Return Saham. |
| Subjects: | 100 Philosophy and Psychology/Filsafat dan Psikologi > 150 Psychology/Psikologi > 154 Subconscious and Altered States and Process/Psikologi Bawah Sadar > 154.6 Sleep Phenomena/Fenomena Tidur > 154.63 Dreams/Mimpi > 154.634 Analysis/Analisis 800 Literatures/Kesusastraan > 800. Literatures/Kesusastraan > 801 Philosophy and Theory of Literatures/Filsafat dan Teori Kesusastraan > 801.3 Value, Influence, Effect/Nilai, Pengaruh, Efek |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | CALVIN PRASETYO |
| Date Deposited: | 13 Jul 2023 07:54 |
| Last Modified: | 13 Jul 2023 07:54 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/79119 |
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