Pengaruh Harga Saham, Volume Perdagangan, dan Variansi Return Saham Terhadap Bid – Ask Spread

Kurniawati, Nurfitriah (2015) Pengaruh Harga Saham, Volume Perdagangan, dan Variansi Return Saham Terhadap Bid – Ask Spread. Undergraduate thesis, Universitas Katolik Musi Charitas.

	Text (Cover) EA-2015-111502-cover.pdf Download (599kB)
	Text (Abstract) EA-2015-111502-abstract.pdf Restricted to Registered users only Download (150kB) | Request a copy
	Text (Table of Content) EA-2015-111502-tableofcontent.pdf Restricted to Registered users only Download (182kB) | Request a copy
	Text (Chapter 1) EA-2015-111502-chapter1.pdf Restricted to Registered users only Download (186kB) | Request a copy
	Text (Chapter 2) EA-2015-111502-chapter2.pdf Restricted to Registered users only Download (344kB) | Request a copy
	Text (Chapter 3) EA-2015-111502-chapter3.pdf Restricted to Registered users only Download (307kB) | Request a copy
	Text (Chapter 4) EA-2015-111502-chapter4.pdf Restricted to Registered users only Download (340kB) | Request a copy
	Text (Conclusion) EA-2015-111502-conclusion.pdf Restricted to Registered users only Download (93kB) | Request a copy
	Text (Reference) EA-2015-111502-reference.pdf Restricted to Registered users only Download (178kB) | Request a copy
	Text (Attachment) EA-2015-111502-attachment.pdf Restricted to Registered users only Download (274kB) | Request a copy
	Text (Complete) EA-2015-111502-complete.pdf Restricted to Repository staff only Download (1MB) | Request a copy
	Text (Summary_id) EA-2015-111502-summary_id.pdf Restricted to Registered users only Download (530kB) | Request a copy

Abstract

The purpose of this study was to examine the effect of, market value, trading volume, and return variance on bid-ask spread value in the Property and Real Estate corporate. The sample of this study used purposive sampling method and consisted of 10 companies in 2011-2013. This study used double linier regression to analyze. The empirical results of the study show that market value has negative effect significantly on bid-ask spread. This showed that the higher of market value, the value of the bid-ask spread would be even lower, and the lower of market value, the value of the bid ask spread would be even higher. Trading volume had not significant negative effect on bid-ask spread. This showed that the higher or lower of trading volume, had no effect on bid-ask spread. Return variance had no effect on bid –ask spread. This showed that the higher of stock risk, the value of bid-ask spread would not be even higher.

Actions (login required)

View Item