Linkage Stock Price, Trading Volume Activity, Stock Returns and Trading Frequency on Bid Ask Spread
DOI:
https://doi.org/10.30587/innovation.v1i1.1189Keywords:
Stock Price, Trading Volume Activity, Stock Return, Trading Frequency, Bid Ask SpreadAbstract
The purpose of this study was to to examine the effect of stock prices, trading volume activities, stock
returns and trading frequency of the bid ask spread of LQ45 company. Determination of the study
sample consist of 42 companies conducted using purposive sampling method. As for hypothesis
testing and research instruments using multiple linear regression analysis SPSS 20.0. Result of this
study prove that all of the independent variable does not affect the bid ask spread
References
REFERENCES
Ambarwati, Sri Dwi Ari. (2008). Effect
ofReturns Stock, Trading
Volume of Shares, and Variants of
Stock Returns on Bid-Ask Share
Spreads in Manufacturing Companies
Included in the LQ 45 Index 2003-
2005.Journal of Business Strategy.
Vol, 12. No, 1.
Amalia, Siti Syifa. (2016). Analysis of the
Effect of Bid-Ask Spread, Market
Value, Risk of Return and Dividend
Payout Ratio on Holding Period of
Common Stock in the Lq45 Index for
the 2010-201 Period5. Faculty of
Economics and Business, Syarif
Hidayatullah State Islamic University,
Jakarta.
Aprilia, Zelda. (2015). Factors Affecting
the LQ45 Stock Bid Ask Spread in
the Indonesian Stock Exchange.
Volume 15, No. July 2-December
(Semester II) 2015. Page 396-407.
Ambarwati, Sri Dwi Ari. (2008) . Effect
ofReturns Stock, Trading
Volume of Shares and Variants of
Stock Returns on the Bid Ask Spread
of Shares in Manufacturing
Companies That Are Included in the
LQ45 Index for the 2003-2005 Period.
Journal of Business Strategy. Vol. 12
No. 1, April 2008. Pages: 27-38.
Chadijah, Siti. (2010). Analysis of Effect
Price, Trading Volume, Return,
Frequency Trading, and Stock Price
Volatility Bid Ask Spread Against
Companies That Perform
StockSplit.Faculty of Economics and
Business, Syarif Hidayatullah State
Islamic University, Jakarta.
Goddess. Adisitie Nucke Arista and Indri
Kartika, (2015), "Factors Affecting
the Bid Ask Spread in Manufacturing
Companies", Accounting Journal
Ambarwati, Sri Dwi Ari. (2008). Effect
ofReturns Stock, Trading
Volume of Shares, and Variants of
Stock Returns on Bid-Ask Share
Spreads in Manufacturing Companies
Included in the LQ 45 Index 2003-
2005.Journal of Business Strategy.
Vol, 12. No, 1.
Amalia, Siti Syifa. (2016). Analysis of the
Effect of Bid-Ask Spread, Market
Value, Risk of Return and Dividend
Payout Ratio on Holding Period of
Common Stock in the Lq45 Index for
the 2010-201 Period5. Faculty of
Economics and Business, Syarif
Hidayatullah State Islamic University,
Jakarta.
Aprilia, Zelda. (2015). Factors Affecting
the LQ45 Stock Bid Ask Spread in
the Indonesian Stock Exchange.
Volume 15, No. July 2-December
(Semester II) 2015. Page 396-407.
Ambarwati, Sri Dwi Ari. (2008) . Effect
ofReturns Stock, Trading
Volume of Shares and Variants of
Stock Returns on the Bid Ask Spread
of Shares in Manufacturing
Companies That Are Included in the
LQ45 Index for the 2003-2005 Period.
Journal of Business Strategy. Vol. 12
No. 1, April 2008. Pages: 27-38.
Chadijah, Siti. (2010). Analysis of Effect
Price, Trading Volume, Return,
Frequency Trading, and Stock Price
Volatility Bid Ask Spread Against
Companies That Perform
StockSplit.Faculty of Economics and
Business, Syarif Hidayatullah State
Islamic University, Jakarta.
Goddess. Adisitie Nucke Arista and Indri
Kartika, (2015), "Factors Affecting
the Bid Ask Spread in Manufacturing
Companies", Accounting Journal
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Published
2020-02-07
How to Cite
Alkusani, A., Handayani, A., & Rahmadani, Y. F. (2020). Linkage Stock Price, Trading Volume Activity, Stock Returns and Trading Frequency on Bid Ask Spread. INNOVATION RESEARCH JOURNAL, 1(1), 28–33. https://doi.org/10.30587/innovation.v1i1.1189
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