TY - THES N1 - Pembimbing: Dr. Abdul Qoyum, S.E.I., M.Sc.Fin. ID - digilib51903 UR - https://digilib.uin-suka.ac.id/id/eprint/51903/ A1 - Fadhilah Nurul Azizah, NIM.: 18108030035 Y1 - 2022/06/06/ N2 - This study aims to determine the effect of stock returns, stock trading volume, trading frequency, leverage, and closing price simultaneously on the bid ask spread of infrastructure companies listed on ISSI for the 2017-2020 period. The source of data used in this study is annual secondary data. The population used in this study are infrastructure companies registered at ISSI for the 2017-2020 period, totaling 38 companies. The sampling technique used purposive sampling method which resulted in a total sample of 20 companies from 4 years so as to form a panel data of 80 samples. The analysis technique used is Fixed Effect Model panel data regression analysis with research showing that: 1) stock returns have a significant positive effect on the bid ask spread, 2) stock trading volume has a significant negative effect on the bid ask spread, 3) trading frequency has a significant negative effect on bid ask spread, 4) leverage has a significant negative effect on the bid ask spread, and 5) closing price has a significant negative effect on the bid ask spread. PB - UIN SUNAN KALIJAGA YOGYAKARTA KW - Infarstruktur KW - Bid Ask Spread KW - Return Saham KW - Volume Perdagangan Saham KW - Trading Frequency KW - Leverage KW - dan Closing Price. M1 - skripsi TI - PENGARUH RETURN SAHAM, VOLUME PERDAGANGAN, LEVERAGE, TRADING FREQUENCY DAN CLOSING PRICE TERHADAP BID ASK SPREAD PADA SAHAM SYARIAH PERUSAHAAN INFRASTRUKTUR YANG TERDAFTAR PADA ISSI PERIODE 2017-2020 AV - restricted EP - 112 ER -