Article Per Year (5 Year)
p-Index From 2021 - 2026
0
P-Index
This Author published in this journals
All Journal Journal of Business & Banking
Visita Yales Arma
STIE Perbanas Surabaya
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of Business

 1 
FAKTOR PENENTU HOLDING PERIOD SAHAM LQ-45 DI BURSA EFEK INDONESIA Visita Yales Arma
Journal of Business & Banking Vol 3, No 2 (2013): November 2013
Publisher : STIE Perbanas Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14414/jbb.v3i2.237

Abstract

Holding periods is the period of time during which one owns a security. In addition, holding period is influenced by transaction cost, market value, and risk. The objective of this research is to analyze the effect of bid-ask spread, market value, and variance return on holding period. The analysis of the data was done by multiple regression analysis. Using the data from 34 companies in LQ-45 index period 2010-2011, the results show that market value has positive effect and variance return has negative effect on holding periods. Theresults also show that Bid-Ask spread has no significant effect on holding periods. Investors will hold long position on securities that having higher market value and short position on securities that having higher risk.
Co-Authors