ANALISIS PENGARUH TRADING VOLUME, MARKET VALUE, LIQUIDITY, TRADING FREQUENCY DAN RISIKO TERHADAP SPEED OF STOCK PRICE ADJUSTMENT (STUDI EMPIRIS PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI TAHUN 2011-2015)

SUPRIONO, Supriono and ARFINTO, Erman Denny (2016) ANALISIS PENGARUH TRADING VOLUME, MARKET VALUE, LIQUIDITY, TRADING FREQUENCY DAN RISIKO TERHADAP SPEED OF STOCK PRICE ADJUSTMENT (STUDI EMPIRIS PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI TAHUN 2011-2015). Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

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Abstract

The aim of this study was conducted to test whether trading volume, market value, trading frequency, liquidity, and risk of having an influence on the speed of adjustment in stock prices. The purpose of this study was to determine how much each independent variable affects the speed of stock price adjustment. The population in this study were 143 companies listed on the Indonesian Stock Exchange (BEI) in the year 2011 to 2015. The sampling technique in this research is purposive sampling method with criteria: 1) the company has been listed on the Stock Exchange as of 1 January 2011 until December 31, 2015, 2) the company's data did not have time to 'sleep' more than 5 days. Data obtained from the data which is provided by bloomberg. The analysis technique used with the classical assumption to make sure that the model has to be continued by using multiple linear regression analysis with a confidence level of 5 percent using SPSS 20. The results showed that the model was feasible based on the classical assumption. Technique of multiple linear regression analysis indicating that all independent variables have a significant influence on the dependent variable with a confidence level of 5 percent, except for the variable market value that does not qualify as a variable that significantly influence the speed of stock price adjustments due to have a significance value above 5 percent.

Item Type:Thesis (Undergraduate)
Additional Information:delay, trading volume, market value, trading frequency, liquidity, risk, speed of adjustment.
Uncontrolled Keywords:delay, trading volume, market value, trading frequency, liquidity, risk, speed of adjustment.
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:50662
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:27 Oct 2016 13:22
Last Modified:27 Oct 2016 13:22

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