文章基本信息

标题：PENGARUH TRADING VOLUME, MARKET VALUE, DAN RETURN VARIANCE PADA BID-ASK SPREAD
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作者：Mas Widhyawati, I Gusti Ayu ; Eka Damayanthi, I Gusti Ayu
期刊名称：E-Jurnal Akuntansi Universitas Udayana
印刷版ISSN：2302-8556
出版年度：2015
卷号：10
期号：3
页码：763-777
出版社：E-Jurnal Akuntansi Universitas Udayana
摘要：The purpose of this study was to examine the effect of trading volume, market value, and return variance on bid-ask spread value in the stock split corporate. The sample of this study used purposive sampling method and consisted of 28 companies in 2010-2013. This study used double linier regression to analyze. The empirical results of the study show that trading volume has negative effectsignificantly on bid-ask spread. This showed that the higher of stock traded, the value of the bid-ask spread would be even lower. Market value had significant negative effect on bid-ask spread. This showed that the higher of closing price, bid-ask spread’s value would be even lower. Return variance had no effect on bid –ask spread. This showed that the higher of stock risk, the value of bid-ask spread would not be even higher.
关键词：bid; ask spread; trading volume; market value; return variance; stock split