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I Gusti Ayu Mas Widhyawati
Fakultas Ekonomi Dan Bisnis Universitas Udayana, Bali, Indonesia
Economics, Econometrics & Finance

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PENGARUH TRADING VOLUME, MARKET VALUE, DAN RETURN VARIANCE PADA BID-ASK SPREAD I Gusti Ayu Mas Widhyawati; I Gusti Ayu Eka Damayanthi
E-Jurnal Akuntansi Vol 10 No 3 (2015)
Publisher : Accounting Department, Economic and Business Faculty of Universitas Udayana in collaboration with the Association of Accounting Department of Indonesia, Bali Region

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Abstract

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.
Co-Authors I Gusti Ayu Eka Damayanthi