PENGARUH BID-ASK SPREAD, MARKET VALUE, DAN VARIANCE RETURN TERHADAP HOLDING PERIOD PADA PERUSAHAAN YANG TERCATAT DI LQ-45

ARMA, VISITA YALES (2013) PENGARUH BID-ASK SPREAD, MARKET VALUE, DAN VARIANCE RETURN TERHADAP HOLDING PERIOD PADA PERUSAHAAN YANG TERCATAT DI LQ-45. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

Holding periods is the period of time during which one owns a security. Holding periods is influenced by transaction cost, market value and risk. The objective of this research is to analyse the impact of bid-ask spread, market value, and variance return on holding period. The statistical method used in this study is multiple regression analysis. Using the data from 34 companies in LQ-45 index period 2010-2011, the results show that market value have positif effect and variance return have negatif effect on holding periods. The results also show that bid-ask spread has not signifant effect on holding periods. Investor will hold long position on securities that having higher market value and short position on securities that having higher risk. Keywords : Bid-Ask Spread, Market Value, Variance Return, and Holding Period.

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT
Divisions: Bachelor of Management
Depositing User: Perpustakaan STIE Perbanas Surabaya
Date Deposited: 15 May 2017 07:44
Last Modified: 15 May 2017 07:44
URI: http://eprints.perbanas.ac.id/id/eprint/1185

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