The Effect of Bid Ask Spread, Market Value and Risk Of Return on the Holding Period of LQ45 Stocks on the Indonesia Stock Exchange

Journal of Management Science (JMAS)

View Publication Info
 
 
Field Value
 
Title The Effect of Bid Ask Spread, Market Value and Risk Of Return on the Holding Period of LQ45 Stocks on the Indonesia Stock Exchange
 
Creator Sitompul, Tio Winda
 
Subject Bid ask spread
market value
Risk of return
Holding period
 
Description The purpose of this study is to investigate and to analyze the effect of the bid ask spread, market value, and the risk of return to the holding period LQ45 in Indonesia Stock Exchange Period February 2008 to January 2012.  Secondary data collection is done by recording the closing price, the number of shares outstanding, trading volume, bid price, ask price and download financial statements published by the Indonesia Stock Exchange and quoted from a written source that is used as a theoretical basis. The analytical method used was multiple linear regression analysis. This research samples using 76 companies listed in the index always LQ45. The results showed that the bid ask spread, market value, and the risk of return simultaneously effect holding period for shares with a significance level (α= 5%). Partially, the bid ask spread and market value and no significant positive effect on the holding period return while the risk of a negative and significant effect on the holding period LQ45 in Indonesia Stock Exchange Period February 2008 to January 2012.
 
Publisher Institute of Computer Science (IOCS)
 
Date 2021-04-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://exsys.iocspublisher.org/index.php/JMAS/article/view/105
10.35335/jmas.v4i2.105
 
Source Journal of Management Science (JMAS); Vol. 4 No. 2 (2021): April: Management Science; 53-63
Junal Ilmu Manajemen; Vol 4 No 2 (2021): April: Management Science; 53-63
2684-9747
 
Language eng
 
Relation https://exsys.iocspublisher.org/index.php/JMAS/article/view/105/73
 
Rights Copyright (c) 2021 Journal of Management Science (JMAS)
 

Contact Us

The PKP Index is an initiative of the Public Knowledge Project.

For PKP Publishing Services please use the PKP|PS contact form.

For support with PKP software we encourage users to consult our wiki for documentation and search our support forums.

For any other correspondence feel free to contact us using the PKP contact form.

Find Us

Twitter

Copyright © 2015-2018 Simon Fraser University Library