Analisis Pengaruh Harga Saham, Volatilitas Harga Saham,dan Volume Perdagangan Saham Terhadap Bid-ask Spread Perusahaan Lq - 45 (periode 2018 – 2022)
Year: 2024
Type: article
Abstract: The researcher aims to identify the impact caused by several factors such as trading volume, stock price volatility, and stock prices on the bid-ask spread in several companies on the LQ-45 index list. A quantitative approach is used as a research method and uses panel data regression analysis. The data used is a time series and cross sectional in the time period 2018 to 2022. Based on the research results, it was found that there was a negative and significant influence between stock prices on the bid-ask spread. Apart from that, it was found that there was a positive and significant influence on the price volatility variable and stock trading volume on the bid-ask spread variable. Overall the bid-ask spread is simultaneously influenced by stock price variables, stock price volatility variables and stock trading volume variables.
Authors: Bima Hernanda, David Kaluge
Institution: University of Brawijaya
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
OpenAlex ID: W4405534383