PENGARUH NUMBER OF TRANSACTIONS, VOLATILITAS, UKURAN PERUSAHAAN DAN INFORMASI PADA PERUSAHAAN YANG TERDAFTAR DI LQ45

MURWANIPUTRI, HESTI (2014) PENGARUH NUMBER OF TRANSACTIONS, VOLATILITAS, UKURAN PERUSAHAAN DAN INFORMASI PADA PERUSAHAAN YANG TERDAFTAR DI LQ45. S2 thesis, UAJY.

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Abstract

Many traders still using trading volume to observe price movement. The trading volume can be decomposed into two components: number of transactions and trade size (Gopinath and Krishnamurti, 2001; Sukamulja, 2002). Stock price changes also due to information received by traders but differ in interpreting the information led the trade. This study to determine the effect of number of transactions, volatility, firm size and information on companies listed in LQ45. Sample is formed into 4 portfolios based on market capitalization. The datas in this study used weekly datas. This study used simple regression analysis to examine the effect of number of transactions and volatility and used multiple regression analysis to examine of firm-specific information and marketwide information on number of transactions, in the multiple regression analysis conduc testing to determine the effect of firm-specific information and marketwide information on number of transactions partially. The results of this study provide a number of transactions has significant effect on volatility for all portfolio size. Firm-specific information and marketwide information significant effect on number of transactions for all size portfolios, firm-specific information has significant effect on number of transactions for portfolio I to Portfolio III and not significant on number of transactions for portfolio IV and marketwide information has significant effect on number of transactions for all portfolios formed.

Item Type: Thesis (S2)
Uncontrolled Keywords: Number of transactions, Volatility, Firm Size, Firm-specific Information and Marketwide Information
Subjects: Magister Manajemen > Manajemen Keuangan
Divisions: Pasca Sarjana > Magister Manajemen
Depositing User: Editor UAJY
Date Deposited: 29 Oct 2014 10:17
Last Modified: 29 Oct 2014 10:17
URI: http://e-journal.uajy.ac.id/id/eprint/6174

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