scholarly journals DETERMINAN BID-ASK SPREAD PERUSAHAAN YANG MELAKSANAKAN KEBIJAKAN STOCK SPLIT TAHUN 2016-2019

2021 ◽  
Vol 8 (2) ◽  
pp. 98-112
Author(s):  
Yuni Amalia ◽  
Tri Kartika Pertiwi
Keyword(s):  
Regression Analysis ◽  
Stock Returns ◽  
Stock Prices ◽  
Sampling Method ◽  
Coefficient Of Determination ◽  
Purposive Sampling ◽  
Bid Ask Spread ◽  
Outlier Test ◽  
Normality Test ◽  
Stock Split

Studi ini dilakukan guna mencari tahu adakah  kontribusi harga saham, volume perdagangan saham, dan return saham atas bid-ask sread pada perusahaan yang melaksanakan kebijakan stock split  di Bursa Efek Indonesia tahun 2016 hingga 2019. Penelitian tergolong dalam  penelitian kuantitatif. Pengambilan sampel ditentukan dengan memakai purposive sampling. Terdapat beberapa pengujian yang dipakai pada  penelitian  ini yaitu uji outlier, uji normalitas, uji asumsi klasik, analisis regresi linear berganda, uji hipotesis. Berdasarkan uji parsial yang dilakukan diperoleh hasil yaitu harga saham dan volume perdagangan saham bepengaruh negatif signifikan terhadap bid-ask, serta  return saham berpengaruh positif signifikan terhadap bid-ask spread. Thisstudy aims to determine the effect ofstockprices,tradingvolumeactivity,andstockreturns on  thebid-askspreadin companiesthatdostocksplitslistedontheIndonesiaStockExchangein 2016 to 2019. Thisresearchisincludedinthecategoryofquantitativeresearch. Sampling in this study was determined by using purposive sampling method. There are several tests used in this study, the analytical method used, outlier test, normality test, classical assumptions, consists of multiple regression analysis , hypothesis testing (t test) and the coefficient of determination test.Based on the partial test conducted, the results obtained that stock prices and tradingvolumeactivity have anegativeandsignificant effect on the bid-ask spread, and stock returns have apositive andsignificant effect on the bid-ask spread

scholarly journals ANALISIS PERBEDAAN HARGA SAHAM, RETURN SAHAM, DAN ABNORMAL RETURN SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN HIGH PROFILE DAN LOW PROFILE YANG TERDAFTAR DI BURSA EFEK INDONESIA

2021 ◽  
Vol 11 (1) ◽  
pp. 42
Author(s):  
Pita Rahmawati ◽  
Jawoto Nusantoro ◽  
Gustin Padwa Sari
Keyword(s):  
Stock Returns ◽  
Stock Prices ◽  
Abnormal Returns ◽  
T Test ◽  
Paired Sample ◽  
High Profile ◽  
Normality Test ◽  
Low Profile ◽  
Stock Split ◽  
Before And After

This research aims to determine whether there are differences in stock prices, stock returns and abnormal returns before and after a stock split in high profile and low profile companies. The research period used in this study was on 2016-2018. The research was analyzed in quantitative method by using a purposive sampling method. Based on the sampling criteria, 40 companies were selected as research samples. Kolmogorov Smirnov One Sample test was used for the normality test. After the normality test was carried out, the data was processed using the two paired-sample difference test. The t-test (paired sample t-test) was used if data were normally distributed but if it was not normally distributed the Wilcoxon Signed Rank test would be used. Hypothesis testing results showed that (1) there are differences in stock prices whether before and after a stock split in high profile companies (2) there are differences in stock prices whether before and after the stock split in low profile companies (3) there are differences in stock returns whether before and after a stock split in the company high profile (4) there is no difference in stock returns whether before and after the stock split in low profile companies (5) there is no difference in abnormal returns whether before and after the stock split in high profile companies (6) there is no difference in abnormal returns whether before and after the stock split in low profile companies (7) there are differences in stock prices after a stock split in high profile companies and low profile (8) there is no difference in stock returns whether before and after the stock split in high profile and low profile companies (9) there is no difference in abnormal stock returns whether before and after a stock split at high profile and low profile companies.

scholarly journals ANALISIS PENGARUH PENGUMUMAN STOCK BUYBACK TERHADAP HARGA SAHAM DAN RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2011-2016

2019 ◽  
Vol 13 (2) ◽  
pp. 105
Author(s):  
Ainul Husna Hasibuan ◽  
Syahrizal Chalil
Keyword(s):  
Stock Returns ◽  
Event Study ◽  
Stock Prices ◽  
Stock Price ◽  
Quantitative Research ◽  
Sampling Method ◽  
Stock Exchange ◽  
Purposive Sampling ◽  
Study Approach ◽  
Stock Buyback

AbstrakPenelitian ini berupa penelitian deskriptif kuantitatif dengan pendekatan event study. Populasi dari penelitian ini adalah seluruh perusahaan yang terdaftar di Bursa Efek Indonesia yang melakukan stock buyback tahun 2011-2016. Sampel yang digunakan sebanyak 66 perusahaan yang terdaftar di BEI yang diambil dengan menggunakan metode purposive sampling. Hasil penelitian menunjukkan harga saham dan return saham sebelum pengumuman stock buyback lebih rendah dari sesudah pengumuman stock buyback. Hal tersebut menunjukkan bahwa informasi pengumuman stock buyback direspon secara positif oleh investor. Dengan demikian, dapat disimpulkan bahwa pengumuman stock buyback berpengaruh terhadap harga saham dan return saham perusahaan yang terdaftar di Bursa Efek Indonesia 2011-2016. Kata Kunci : Stock Buyback, Harga Saham, Return Saham AbstractThis research is descriptive quantitative research with the event study approach. The population of this study are all companies listed in Indonesia Stock Exchange that the stock-buyback year 2011-2016. The samples used were 66 companies listed on the Stock Exchange are taken by using purposive sampling method. The results showed stock prices and stock returns before the announcement of a stock buyback is lower than after the announcement of a stock buyback. It shows that the stock buyback announcement information responded positively by investors. Thus, it can be concluded that the announcement of a stock buyback effect on stock prices and stock returns of companies listed on the Indonesia Stock Exchange 2011-2016. Keyword : Stock Buyback, Stock Price, Stock Return

scholarly journals PENGARUH UKURAN PERUSAHAAN, BID ASK SPREAD, DAN VOLUME PERDAGANGAN TERHADAP PRICE REVERSAL

Performance ◽  
2017 ◽  
Vol 24 (1) ◽  
pp. 46
Author(s):  
Flora Sianipar
Keyword(s):  
Trading Volume ◽  
Sampling Method ◽  
Stock Exchange ◽  
Regression Testing ◽  
Coefficient Of Determination ◽  
Size Factor ◽  
Purposive Sampling ◽  
Bid Ask Spread ◽  
Price Reversal ◽  
The Relationship

“Pengaruh Ukuran Perusahaan, Bid Ask Spread, dan Volume Perdagangan Terhadap Price Reversal”is a research that purpose to analyze the factors that affect Price Reversal on companies listed in the Index LQ45 period November 8 - November 16, 2016. This research is an associative study to determine the relationship or influence between two or more variables.             The population that used in this study are all companies listed in the Indonesia Stock Exchange during the study period. The method of collecting data using purposive sampling. Data that obtained from purposive sampling method is 44 companies. Analyze method which used in this research are multiple linear regression. Testing the hypothesis by using the adjusted coefficient of determination, t-statistic test and f-statistic test.             The result of this research shows that firm size has positive and significant effect to Price Reversal, Bid Ask Spread has positive and significant effect to Price Reversal, and Trading Volume has positive and significant impact to Price Reversal.             The implications of the above conclusions are that investors can pay attention to the firm's size factor, bid ask spread and trading volume as a basic for consideration to trade on the exchange to get the best return in accordance with the compensation of the risk that they received.

scholarly journals PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN, DAN FREKUENSI PERDAGANGAN TERHADAP BID-ASK SPREAD

2020 ◽  
Vol 6 (2) ◽  
pp. 231-240
Author(s):  
Rahma Nurul Khoirayanti ◽  
Hari Sulistiyo
Keyword(s):  
Regression Analysis ◽  
Data Analysis ◽  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Sampling Method ◽  
Stock Exchange ◽  
Trading Frequency ◽  
Bid Ask Spread ◽  
Independent Variable

This study aims to determine the effect of stock prices, trading volume and trading frequency on the bid-ask spread of companies listed in the LQ-45 Index. This type of research is descriptive verification research. The population of this study is all companies listed on the Indonesian stock exchange (BEI). The research sample was selected using purposive sampling method in order to obtain 10 sample companies. Data analysis using multiple regression analysis. The results showed that the stock price had no effect on the bid-ask spread, while the volume and frequency of trading had an effect on the bid-ask spread. In addition, if the independent variable simultaneously affects the dependent variable. The implication of this research is that companies really need to pay attention to the level of trading volume and trading frequency because these ratios are very influential on investors' perceptions.

Effect Of Leverage, Inflation And GDP To Share Price Pt. Astra Otoparts Tbk.

ProBank ◽  
2018 ◽  
Vol 3 (2) ◽  
pp. 17-21
Author(s):  
Heriyanta Budi Utama ◽  
Florianus Dimas Gunurdya Putra Wardana
Keyword(s):  
Gross Domestic Product ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Share Price ◽  
Domestic Product ◽  
Coefficient Of Determination ◽  
Test Results ◽  
Purposive Sampling

The purpose of this study was to obtain empirical evidence about the effect of leverage, inflation and Gross Domestic Product (GDP) of the share price at PT. Astra Autopart, Tbk. companies in Indonesia Stock Exchange in 2011-2015. The sampling technique in this study using a purposive sampling. With the technique of purposive  sampling, all the members of the research samples by criteria. Samples that meet the criteria are used research data. Then followed the classic assumption test and test hypotheses by linear regression. The results of this study demonstrate the regression results in regression equation that Y = 2605,424 + 1561,550 X1 + 2,338 X2 + 38,994X3. T test results showed that the leverage anda GDP (Gross Domestic Product) is positive and significant effect on stock prices, while inflation is not positive and significant effect on stock prices. F test results showed that jointly leverage variables, inflation and GDP variables affecting the stock price significantly. The test results R2 (coefficient of determination) found that the variable leverage, inflation and GDP able to explain 35,4% of the stock price variable, while the remaining 64,6% is explained by other variables.Keywords: leverage, inflation, GDP, and the share priceThe purpose of this study was to obtain empirical evidence about the effect of leverage, inflation and Gross Domestic Product (GDP) of the share price at PT. Astra Autopart, Tbk. companies in Indonesia Stock Exchange in 2011-2015.The sampling technique in this study using a purposive sampling. With the technique of purposive  sampling, all the members of the research samples by criteria. Samples that meet the criteria are used research data. Then followed the classic assumption test and test hypotheses by linear regression.The results of this study demonstrate the regression results in regression equation that Y = 2605,424 + 1561,550 X1 + 2,338 X2 + 38,994X3. T test results showed that the leverage anda GDP (Gross Domestic Product) is positive and significant effect on stock prices, while inflation is not positive and significant effect on stock prices. F test results showed that jointly leverage variables, inflation and GDP variables affecting the stock price significantly. The test results R2 (coefficient of determination) found that the variable leverage, inflation and GDP able to explain 35,4% of the stock price variable, while the remaining 64,6% is explained by other variables.Keywords: leverage, inflation, GDP, and the share price

scholarly journals Pengaruh Iklan Islami Terhadap Minat Beli Calon Konsumen Matahari Dept. Store di Jawa Tengah

2019 ◽  
Vol 7 (2) ◽  
pp. 143
Author(s):  
Saifudin Saifudin
Keyword(s):  
Regression Analysis ◽  
Sampling Method ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Coefficient Of Determination ◽  
Advertising Message ◽  
Central Java ◽  
Analysis Technique ◽  
Simultaneous Influence ◽  
Central Java Province

<p>The purpose of this research is to find out the influence of Islamic advertising (Islamic advertising messages, Islamic story illustrations and Muslim advertising stars) Mahatahari Dept. Store against the buying interest of prospective Mahatahari Dept. Store in Central Java. This research was conducted in Central Java Province with a sample size taken as many as 120 respondents with a purposive sampling method. Data was collected by distributing questionnaires using the Likert scale to measure 13 indicators. The analysis technique used is multiple linear regression analysis. The results of the study found that Islamic advertising messages, illustrations of Islamic stories and Muslim advertising stars had a positive and significant effect on consumers' buying interest. Based on the calculation of the coefficient of determination, it can be explained that the simultaneous influence of Islamic advertising message variables, illustrations of Islamic stories and Muslim advertising stars on consumer buying interest. While the partial results of the illustrative variable of Islamic stories and Muslim advertising stars have a positive and significant effect on consumer buying interest, but Islamic advertising message variables have no effect on buying interest.</p>

scholarly journals ANALISIS PERGERAKAN SAHAM PERUSAHAAN SUB SEKTOR FARMASI MENGGUNAKAN INDIKATOR BOLLINGER BAND DI TENGAH PANDEMI COVID-19

2020 ◽  
Vol 3 (2) ◽  
pp. 77-88
Author(s):  
Intan Elita ◽  
K. Bagus Wardianto ◽  
M. Iqbal Harori
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Sample Selection ◽  
T Test ◽  
Analysis Tool ◽  
Selection Technique ◽  
Purposive Sampling ◽  
Analysis Technique ◽  
Significant Difference

This study aims to measure the accuracy of technical analysis using the Bollinger Band indicator in predicting stock prices in the middle of pandemic covid-19. The concept in this study is to compare daily stock price predictions according to technical indicators with the closing prices that occured on that day. Sample selection technique used in this research used a purposive sampling method and obtained 9 pharmaceutical sub-sector companies listed on the IDX from February to April 2020. The type of data used is a chart of the company's daily stock price movements obtained from finance.yahoo.com. The data analysis technique used was the paired sample t-test and used the SPSS 26 analysis tool. The results of this study indicate that the Bollinger indicator does not have a significant difference. ABSTRAK Penelitian ini bertujuan untuk mengukur keakuratan analisis teknikal dengan indikator Bollinger Band dalam memprediksi harga saham pada masa pandemi Covid-19. Konsep pada penelitian ini adalah membandingkan prediksi harga saham harian menurut indikator teknikal dengan harga penutupan yang terjadi pada hari tersebut. Teknik pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling dan diperoleh sebanyak 9 perusahaan sub sektor farmasi yang terdaftar di BEI selama Februari hingga April 2020. Jenis data yang digunakan yaitu berupa grafik pergerakan harga saham harian perusahaan yang diperoleh dari finance.yahoo.com. Teknik analisis data yang digunakan adalah uji independent sample t-test dan menggunakan alat analisis program SPSS 26. Hasil penelitian ini menunjukkan bahwa indikator Bollinger tidak memiliki perbedaan yang signifikan.

scholarly journals Pengaruh Net Profit Margin (NPM) Dan Debt To Assets Rasio (DAR) Terhadap Return Saham

2021 ◽  
Vol 4 (2) ◽  
pp. 838-845
Author(s):  
Lusi Noviyanti ◽  
Moh. Wahyudin Zarkasyi
Keyword(s):  
Stock Returns ◽  
Stock Return ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Profit Margin ◽  
Coefficient Of Determination ◽  
Normality Test ◽  
Net Profit ◽  
Food And Beverage

This study aims to determine the effect of Net Profit Margin and Debt to Assets Ratio on Stock Return. The sampling method using purposive sampling, obtained a sample of 13 companies. The research data uses secondary data, namely from the financial statements of the food and beverage subsector companies listed on the Indonesia Stock Exchange for the 2014-2018 period eith miltiple linear regression analysis testing with the help of SPSS version 22 using teh normality test, multicollinearity test, heteroscedasticity test, autocorrelation test, t test, f test and the coefficient of determination. The examiner shows that partially NPM has no effect on stock returns and DAR has no effect on stock returns. And simultaneously NPM and DAR have no effect on stock returns. Keyboards: Net Profit Margin (NPM), Debt to Assets Ratio (DAR), Stock return

scholarly journals PENGARUH INTELLECTUAL CAPITAL TERHADAP KINERJA KEUANGAN PERUSAHAAN DAN PENILAIAN PASAR DENGANCORPORATE GOVERNANCE SEBAGAI VARIABEL MODERASI

2015 ◽  
Vol 2 (2) ◽  
pp. 87
Author(s):  
Citra Chairunissa ◽  
Raden Rosiyana Dewi
Keyword(s):  
Corporate Governance ◽  
Financial Performance ◽  
Intellectual Capital ◽  
Sampling Method ◽  
Stock Exchange ◽  
Market Value ◽  
Coefficient Of Determination ◽  
Normality Test ◽  
Negative Effect ◽  
Positive Effect

<p><em>T</em><em>he  objective  of  the  emperical  study  is  to  examine  and  to analyze  1)  The Influence of Intellectual Capital to Financial Performance, 2 ) The Influence of Intellectual Capital to Market Value, 3) The Influence of Intellectual Capital to Financial Performance with Corporate Governance as an Moderating  4) The Influence of Intellectual Capital to Market Value with Corporate Governance as an  Moderating  Variable.  The sample of  this emperical  study is the company financing company that listed in the Indonesia Stock Exchange (IDX) 2010-2012</em>.<em>  </em><em></em><em>T</em><em>his  research  uses  purposive  sampling  method. Data  analysis  techniques include  1)  Descriptive  statistics, 2)  Normality  Test, 3)  Classical  Test Assumptions : Multicollinearity and Heteroskidastity , 4) Regression Testing : Coefficient of Determination Test , F Test , danUji T. The results of this empirical study are 1) Intellectual Capital significant positive effect on the company 's financial  performance ,  2)  Intellectual  Capital significant  negative effect  on market valuation , 3) Intellectual Capital no significant effect on the financial performance of companies   with   moderated Corporate Governance, 4) Intellectual Capital  had  no  significant  effect  assessment  of  the  performance market with moderated Corporate Governance</em></p>

scholarly journals Pertumbuhan dan status eksploitasi ikan sembilang (Plotosus canius) di perairan Kota Tanjung Pinang, Kepulauan Riau, Indonesia

2019 ◽  
Vol 3 (2) ◽  
pp. 65
Author(s):  
Rouli Verawati Gurning ◽  
Susiana Susiana ◽  
Ani Suryanti
Keyword(s):  
Regression Analysis ◽  
Sampling Method ◽  
Growth Parameters ◽  
Total Sample ◽  
Purposive Sampling ◽  
Fish Resources ◽  
Indian Catfish ◽  
The Status ◽  
Exploitation Status ◽  
Status Data

Research on the growth and exploitation status of indian catfish (Plotosus canius) is important in supporting the management of fish resources in the waters of Tanjungpinang City, Riau Islands. The study aims to determine the pattern of growth, growth parameters, and the status of indian catfish exploitation in the waters of Tanjungpinang City, Riau Islands Province. The study was conducted with a purposive sampling method of 3 stations with a total sample of 529 individual fish crosses. Analysis of growth and exploitation status data using FISAT II software and regression analysis using Excel 2017. This study resulted in a pattern of long relations and the weight of fish as a female and males both are negative allometric (faster increase in length than weight increase). The highest rate of exploitation of indian catfish is obtained from the data of 0.73 per year. This exploit value exceeds the optimum exploitation value of 0.5.

Sign in / Sign up

Export Citation Format

Share Document