ASTIA, WINDA (2014) PENGARUH VARIANCE RETURN DAN VOLUME PERDAGANGAN SAHAM TERHADAP BID ASK SPREAD (Perusahaan Food and Beverage yang Terdaftar di Bursa Efek Indonesia 2009-2011). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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PENGARUH VARIANCE RETURN DAN VOLUME PERDAGANGAN TERHADAP BID ASK SPREAD.pdf - Published Version Restricted to Registered users only Download (3MB) |
Abstract
Winda Astia, 101700, Faculty of Economics, University of Management study program Sultan Ageng Tirtayasa. "Effect of Variance of return and trading volume of the bid ask spread (case study on Food and Beverage Manufacture Company 2009- 2011)". Under the guidance of Mr.Dr.Wawan Ichwanudin,SE,M.Si and Mrs. Emma Suryani,SE.,MM This study aims to determine the effect of the variance of return and the trade volume of stock to the bid-ask spread. The research method used is associative research. The data used in this study were 14 sub-sector company as much as 3 Food and Beverage Company as the sample using purposive sampling technique. This study uses multiple regression analysis. Hypothesis testing using t-test assessment (for partial testing). Multiple regression analysis equation is Y = 4,014 - 0,01X1 + 0,066X2, stating that the return variance increase causes a decrease in spreads Rp.0,01 Rp1 and Rp1 trade volume increases causing an increase in the spread of Rp. 0,066. Partial research results (t test) explained variance returns a negative effect on the bid-ask spread with a significance level of 0.992>0.05. Similarly, the volume of trade has a positive influence on the bid ask spread with a significance level of 0.229>0.05.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Winda Astia, 101700, Fakultas Ekonomi, Program studi Manajemen Universitas Sultan Ageng Tirtayasa. “Pengaruh Variance return dan volume perdagangan terhadap bid ask spread (studi kasus pada Perusahaan Manufacture Food and Beverage periode 2009-2011)”. Dibawah bimbingan Bapak.Dr.Wawan Ichwanudin, SE,M.Si dan Ibu Emma Suryani, SE.,MM Penelitian ini bertujuan untuk mengetahui pengaruh variance return dan volume perdagagan saham terhadap bid ask spread. Metode penelitian yang digunakan adalah penelitian Asosiatif. Jenis data yang digunakan dalam penelitian ini sebanyak 14 Perusahaan Sub sektor Food and Beverage sebanyak 3 Perusahaan sebagai sampel dengan menggunakan teknik Purposive sampling. Penelitian ini menggunakan analisis Regresi berganda. Pengujian Hipotesis penilaian menggunakan uji t (untuk pengujian parsial). Persamaan analisis regresi berganda adalah Y= 4,014 – 0,01X1 + 0,066X2 , menyatakan bahwa kenaikan variance return Rp.1 menyebabkan penurunan spread Rp.0,01 dan kenaikan volume perdagangan Rp.1 menyebabkan kenaikan spread Rp. 0,066. Hasil penelitian secara parsial (uji t) menjelaskan variance return berpengaruh negatif terhadap bid ask spread dengan tingkat signifikansi 0,992 > 0,05. Demikian dengan Volume perdagangan memiliki pengaruh positif terhadap bid ask spread dengan tingkat signifikansi 0,229 > 0,05. | |||||||||
| Uncontrolled Keywords: | Variance return, Volume Perdagangan saham dan Bid ask spread. | |||||||||
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 61201-Program Sarjana Manajemen |
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| Depositing User: | Perpustakaan Pusat | |||||||||
| Date Deposited: | 21 Apr 2022 13:02 | |||||||||
| Last Modified: | 30 Jun 2022 10:59 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/12337 |
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