This study aims to analyze the effect of stock prices and market capitalization on stock trading volume in banking sector companies listed on the Indonesia Stock Exchange during the 2021–2024 period. This study was motivated by fluctuations in stock prices, market capitalization, and stock trading volume, as well as differences in previous research findings regarding the relationships among these variables. The study employed a quantitative method with an associative approach. The study population consisted of 58 banking sector companies listed on the Indonesia Stock Exchange. The sample was determined using a *purposive sampling* technique, resulting in 12 companies with an observation period of four years, comprising 48 observations. The data used were secondary data obtained from annual reports and company stock trading data. Data analysis was conducted using multiple linear regression with the assistance of SPSS version 26. The results showed that, partially, stock prices had no significant effect on stock trading volume, while market capitalization had a significant effect. Simultaneously, stock prices and market capitalization had a significant effect on stock trading volume. The R Square value of 0.806 indicates that 80.6% of the variation in stock trading volume can be explained by these two variables, while the remaining 19.4% is explained by other variables outside the research model.
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