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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
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 Number | Location | Available |
|---|---|---|
| 6346 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia., 2008 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Financial management Capital markets Transaction Costs Market value Holding period |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 127 p. : diagr. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |