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Visita Yales Arma
STIE Perbanas Surabaya
Economics, Econometrics & Finance

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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.
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