| dc.contributor.author | Ningrum, Yasinta | |
| dc.date.accessioned | 2023-01-19 | |
| dc.date.available | 2023-01-19 | |
| dc.date.issued | 2022 | |
| dc.identifier.uri |
https://journals.insightpub.org/index.php/imj/article/view/205
| |
| dc.description.abstract |
This study aims to determine the analysis of the effect of stock prices, trading volume, stock volatility on bid-ask spreads before and after the stock split in listed manufacturing companies. Indonesian Stock Exchange in 2015-2019. The population and sample of 24 companies. with a sample of 23 companies. The analysis technique used is multiple linear regression.
The results of this study indicate that stock prices have no significant effect on the Bid Ask Spread before and after the stock split. Trading Volume has a significant effect on the Bid Ask Spread before and after the stock split. Stock volatility has a significant effect on the Bid Ask Spread before and after the stock split. The variables of satisfaction and trust do not moderate significantly between the variables of service quality and customer loyalty. Share Price, Trading Volume and Stock Volatility simultaneously have a significant effect on the Bid Ask Spread.
Keywords : Stock Price, Trading Volume, Stock Volatility, Bid-Ask Spread, Preferred Customer. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Universitas Harapan Medan | en_US |
| dc.subject | Financial Accounting, Akuntansi Keuangan | en_US |
| dc.title | ANALISIS PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN, VOLATILITAS SAHAM TERHADAP BID-ASK SPREAD PADA MASA SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA | en_US |
| dc.type | Skripsi | en_US |
