ANALISIS PENGARUH BID-ASK SPREAD, MARKET VALUE, VARIANS RETURN, DAN DIVIDEND TERHADAP HOLDING PERIOD (Studi pada Perusahaan yang Tercatat dalam Indeks LQ45 Periode 2012-2013)

DARMAWAN, Imam and PANGESTUTI, Irene Rini Demi (2014) ANALISIS PENGARUH BID-ASK SPREAD, MARKET VALUE, VARIANS RETURN, DAN DIVIDEND TERHADAP HOLDING PERIOD (Studi pada Perusahaan yang Tercatat dalam Indeks LQ45 Periode 2012-2013). Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

[img]
Preview
PDF - Published Version
641Kb

Abstract

Holding period became strategy that used by investor to maximize their gain from their stocks. The investor perceived that while a stock decrease the value, they will sell it immediately. The purpose of this study is to examine the variables influencing holding period of common stock on public firm listed in LQ 45 Index. Bid ask spread, market value, stock risk (variance of return) and dividend yield are used as predictors of holding period. This study is conducted in Indonesian Stock Exchange with population of stocks listed in LQ 45 index in period of 2012 – 2013 with the total of 60 firms continuously become the member of LQ 45. Multiple regression model is applied to examine the effect of bid ask spread, market value, variance of stock return and dividend yield on holding period. The Results showed that partially bid-ask spread, market value, and dividend yield have significance positive impact to holding period of common stock, but variance of stock return that reflect a stock risk (variance of return) does not has significant impact to holding period.

Item Type:Thesis (Undergraduate)
Additional Information:Holding period, bid ask spread, market value, stock risk (variance of return), dividend yield
Uncontrolled Keywords:Holding period, bid ask spread, market value, stock risk (variance of return), dividend yield
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:43985
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:14 Oct 2014 14:22
Last Modified:14 Oct 2014 14:22

Repository Staff Only: item control page