eprintid: 51903
rev_number: 11
eprint_status: archive
userid: 12460
dir: disk0/00/05/19/03
datestamp: 2022-07-12 06:01:48
lastmod: 2022-07-12 06:01:48
status_changed: 2022-07-12 06:01:48
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Fadhilah Nurul Azizah, NIM.: 18108030035
title: 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
ispublished: pub
subjects: mks
divisions: jur_mks
full_text_status: restricted
keywords: Infarstruktur, Bid Ask Spread, Return Saham, Volume Perdagangan Saham, Trading Frequency, Leverage, dan Closing Price.
note: Pembimbing: Dr. Abdul Qoyum, S.E.I., M.Sc.Fin.
abstract: 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.
date: 2022-06-06
date_type: published
pages: 112
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Fadhilah Nurul Azizah, NIM.: 18108030035  (2022) 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.  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/51903/1/18108030035_BAB%20I_BAB%20TERAKHIR_DAFTAR%20PUSTAKA-1.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/51903/2/18108030035_BAB%20II_S.D._SEBELUM%20BAB%20TERAKHIR-1.pdf