Open AccessLinkage Stock Price, Trading Volume Activity, Stock Returns and Trading Frequency on Bid Ask Spread
Author(s) -
Alkusani Alkusani,
Anita Handayani,
Yosi Firda Rahmadani
Publication year - 2020
Publication title -
innovation research journal
Language(s) - English
Resource type - Journals
eISSN - 2721-6683
pISSN - 2721-6675
DOI - 10.30587/innovation.v1i1.1189
Subject(s) - bid–ask spread , ask price , stock (firearms) , bid price , stock trading , econometrics , nonprobability sampling , business , financial economics , economics , high frequency trading , algorithmic trading , stock exchange , monetary economics , stock market , finance , geography , population , demography , archaeology , sociology , context (archaeology)
The purpose of this study was to to examine the effect of stock prices, trading volume activities, stockreturns and trading frequency of the bid ask spread of LQ45 company. Determination of the studysample consist of 42 companies conducted using purposive sampling method. As for hypothesistesting and research instruments using multiple linear regression analysis SPSS 20.0. Result of thisstudy prove that all of the independent variable does not affect the bid ask spread