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Analisis hubungan antara volatilitas imbal hasil saham dan volume perdagangan intrahari pada 14 saham teraktif di Bursa Efek Indonesia : periode penelitian 10 Agustus-28 Desember 2007

Fadlul Imansyah (Pembimbing/Promotor) - ; Dina Rianti - ;

Ownership and analysis of information are important for investor in order to make profit from investing. Investors face many types of information at stock market. Historical data for example trading volume and return are also has a possibility to become significant information to exploit profit. By using intraday stocks transaction data for period August, 10 until December 28, 2007, this research try to figure out how return volatility influence trading volume and vice versa on Indonesia Stock Exchange?s 14 most active stocks. The concluding remark proved that return volatility and trading volume has positive correlation. The correlation shows at the time volatility or risk from variability to get return high, trading volume also high. This result indicates that profile of investor in 14 most active stocks are risk taker. However, research can not found causality relationship between return volatility and trading volume. This result show that return volatility can not be used to predict trading volume and vice versa. The relationship between return volatility and trading volume on Indonesia Stock Exchange?s 14 most active stocks are the application of Mixture Distribution Hypothesis.Ada tabel


Ketersediaan

Call NumberLocationAvailable
6564PSB lt.2 - Karya Akhir1
PenerbitDepok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2009
Edisi-
SubjekShare valuation
Capital markets
Return volatility
ISBN/ISSN-
Klasifikasi-
Deskripsi Fisikix, 74 p. : diagr. ; 30 cm.
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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