ANALISIS PENGARUH HARGA SAHAM, VOLATILITAS HARGA SAHAM,DAN VOLUME PERDAGANGAN SAHAM TERHADAP BID-ASK SPREAD PERUSAHAAN LQ - 45 (PERIODE 2018 – 2022)

Hernanda, Bima
David Kaluge

Contemporary Studies in Economic, Finance and Banking (CSEFB)
Vol. 3 No. 4 (2024)

The researcher aims to identify the impact caused by several factors such as trading volume, stock price volatility, and stock prices on the bid-ask spread in several companies on the LQ-45 index list. A quantitative approach is used as a research method and uses panel data regression analysis. The data used is a time series and cross sectional in the time period 2018 to 2022. Based on the research results, it was found that there was a negative and significant influence between stock prices on the bid-ask spread. Apart from that, it was found that there was a positive and significant influence on the price volatility variable and stock trading volume on the bid-ask spread variable. Overall the bid-ask spread is simultaneously influenced by stock price variables, stock price volatility variables and stock trading volume variables.