Logo

Pusat Sumber Belajar FEB UI

  • FAQ
  • Berita
  • Rooms
  • Bantuan
  • Area Anggota
  • Pilih Bahasa :
    Bahasa Inggris Bahasa Indonesia
  • Search
  • Google
  • Advanced Search
*sometimes there will be ads at the top, just scroll down to the results of this web
No image available for this title

Text

Pengaruh transaction cost, market value, dan variance of return terhadap holding period saham reguler studi pada perusahaan yang tercatat pada indeks LQ-45 Bursa Efek Indonsia periode 2004 - 2006

Dwi Sulistyorini A. (Pembimbing/Promotor) - ; Kurnia Ditasari - ;

We examine and analyze average the effect of transaction cost, market value, and variance of return to investors holding period for common stocks, study on the listed company in LQ45 at Indonesia Stock Exchange, year 2004-2006. This research using time series data and cross sectional data, data samples as many as 36 month, and time series data from companies that listed in LQ45 year 2004-2006 that registered minimal 3 semesters, numbers of the company that fitted to the criteria are 39 companies. This Study using regression analysis with Generalized Least Square Method ? fixed effect cross weighted. F-statistic test result showed that transaction cost, market value, and variance of return simultaneously significant influence investors holding period, with significant level 95%. T-stat test result showed that transaction cost, market value, and variance of return partially also significant to investors holding period, transaction cost has positive relationship with holding period, market value also has positive relationship with holding period, and variance of return has negative relationship with holding period. These results are consistent with the relationships proposed by Atkins and Dyl (1997) and Chung and Wei (2003).Ada tabel


Ketersediaan

Call NumberLocationAvailable
6346PSB lt.2 - Karya Akhir1
PenerbitDepok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2008
Edisi-
SubjekShare valuation
Financial management
Capital markets
Transaction Costs
Market value
Holding period
ISBN/ISSN-
Klasifikasi-
Deskripsi Fisikxii, 127 p. : diagr. ; 30 cm.
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

Pencarian Spesifik
Where do you want to share?