Article Per Year (5 Year)
p-Index From 2020 - 2025
6.65
P-Index
This Author published in this journals
All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Jurnal Sains Dasar PYTHAGORAS: Jurnal Program Studi Pendidikan Matematika AKSIOMA JURNAL ILMIAH MATEMATIKA DAN TERAPAN MUST: Journal of Mathematics Education, Science and Technology BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) MATAPPA: Jurnal Pengabdian Kepada Masyarakat Teorema: Teori dan Riset Matematika Journal of Education Technology Jambura Journal of Mathematics Jurnal Matematika UNAND Transformasi : Jurnal Pendidikan Matematika dan Matematika Jurnal Saintika Unpam : Jurnal Sains dan Matematika Unpam ESTIMASI: Journal of Statistics and Its Application Majalah Ilmiah Matematika dan Statistika (MIMS) Jambura Journal of Biomathematics (JJBM) Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi Journal of Science and Technology JES-MAT (Jurnal Edukasi dan Sains Matematika) MATHunesa: Jurnal Ilmiah Matematika METIKS: Jurnal Teknik Mesin, Elektro, Informatika, Kelautan & Sains Pattimura International Journal of Mathematics (PIJMath) Jurnal Sintak Jurnal Matematika Integratif Journal of Mathematics, Computation and Statistics (JMATHCOS) Algoritma: Jurnal Matematika, Ilmu Pengetahuan Alam, Kebumian dan Angkasa
Agusyarif Rezka Nuha
Universitas Negeri Gorontalo
Automotive Engineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Physics Transportation

Published : 39 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : Jurnal Sintak

 1 
Implementation of A Contemporary Model Between Trading Volume, Bid-Ask Spreads, And Stock Return Volatility (Case Study : The Business-27 Index) Agung, Andi; Zaqiyah, Arfatuz; Rozikin, Muhammad; Wafa, Moh. Shohibul; Nuha, Agusyarif Rezka
JURNAL SINTAK Vol. 2 No. 2 (2024): Vol. 2 No. 2 (2024): MARET 2024
Publisher : LPPM-ITEBA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62375/jsintak.v2i2.223

Abstract

Artikel ini memuat analisis hubungan antar variabel perdagangan saham yakni volume perdagangan, bid-ask spreads, dan volatilitas return saham dalam ruang lingkup dua hipotesis utama yakni the mixture of distribution hypothesis (MDH) dan the sequential information arrival hypothesis (SIAH). Hasil perhitungan mengidentifikasi bahwa pada sebagian besar saham terdapat hubungan kontemporer positif antara volume perdagangan terhadap voltilitas return tidak cukup bukti mendukung teori MDH.
Causality Model of Trading Variables Between Trading Volume, Bid-Ask Spreads, and Stock Return Volatility (Case Study: Bisnis-27 Index) Agung, Andi; Zaqiyah, Arfatuz; Rozikin, Muhammad; Wafa, Moh. Shohibul; Nuha, Agusyarif Rezka; Sulistyono, Eko
JURNAL SINTAK Vol. 3 No. 1 (2024): SEPTEMBER 2024
Publisher : LPPM-ITEBA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62375/jsintak.v3i1.317

Abstract

This research explores the causality model between trading volume, bid-ask spread, and stock return volatility in the business index-27. Utilizing historical data, Granger causality analysis is employed to determine the direction and strength of the relationships between these variables. The findings reveal significant causal relationships among trading volume, bid-ask spread, and stock return volatility. These findings offer valuable insights into understanding stock market dynamics and their implications for investment decision-making. Moreover,This article contains an analysis of the relationship between stock trading variables within the scope of two main hypothesis namely the mixture of distribution hypothesis (MDH) and the sequential information arrival hypothesis (SIAH). The calculation results identify that for most stocks there is a one way Granger causality relationship between trading volume and return volatility, which is not sufficient evidence to support the MDH theory.
Co-Authors Abdul, Nur Safitri Agung, Andi Aliwu, Randa Resvitasari Andi Agung Anggraini, Fitriana Anissa Dwi Wijayanti Armayani Arsal Asriadi Asriadi Asriadi Asriadi Aswata Wisnuadji Bertu Rianto Takaendengan Biga, Azril Saputra Chasanah, Sri Istiyarti Uswatun Dewi Rahmawaty Isa Djibran, Fahrudin Djihad Wungguli Djuma, Clara Anggriani Eko Sulistyono Sulistyono Fajri Ikhsan Franky Alfrits Oroh Ghivahri Sidik Mokoagow Hasan S. Panigoro Hasan, Riyanto Hendri, Excel Muhammad Hinelo, Ikrar Prasetyo Ibrahim, Novita Ismail Djakaria Isran K Hasan Janna, Miftahul K. Nasib, Salmun Kai, Ferawati La Ode Nashar Lailany Yahya Laita, Nazrilla Hasan Lindrawati Abdjul Mahmud, Sri Lestari Melasarah Deswita Rahmadi Miftahul Huda Moh Dody Afandi Rauf Mohamad, Regina Muhammad Ikhlas Muhammad Rifai Katili Nadiyyah, Ana Nento, Abdul Djabar Nina Valentika NISKY IMANSYAH YAHYA Novianita Achmad NUR ’AIN SUPU Nursiya Bito Nurwan Nurwan NURWAN NURWAN Nurwan Nurwan Nurwan, Nurwan Pakaya, Revandi S. Rahman, Gusti Arviana Rahmi, Emli Rasmawati Rasmawati Rasyid, Kamelia Rauf, Moh Dody Afandi Resmawan Resmawan Rozikin, Muhammad Rusniwati S. Imran Salmun K. Nasib Saltina, Saltina Sari, Lia Nanda Sidik Susilo Sigar, Leidi Siti Nurmardia Abdussamad Sri Istiyarti Uswatun Chasanah Sri Istiyarti Uswatun Chasanah Sri Lestari Mahmud Sri Meylanti S. Ali Sugito Mahendra Imran Syafrudin, Marisa Syarif Abdullah Taulia Damayanti Usfita Kiftiyani Usman, Nunung Usman, Sri Adiningsi B. Valentika, Nina Wafa, Moh. Shohibul Widyastutifajri Nuha Yazid Rukmayadi Zaqiyah, Arfatuz