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Hubungan Antara Likuiditas Saham dan Distribusi Return Saham di Bursa Efek Indonesia pada Periode 2015-2019
This study aims to investigate the relationship between stock liquidity and the distribution of returns. The hypotheses and models in this study were built and tested on 37 listed firms on the Indonesia Stock Exchange between 2015?2019. The type of data used is panel data using fixed effect and random effect regression methods. The results of this study indicate that absolute skewness and excess kurtosis have a positive influence on bid-ask spread and zero-return days of the stock. This indicates that the increase in value of the distribution of returns, as measured by skewness and kurtosis, will have a negative impact on stock?s liquidity, as measured by its illiquidity indicators relative spread and number of zero-return days. This finding highlight and provides evidences that there is a relationship between the distribution of returns and liquidity. The results of this study are expected to provide insights and references for academics, investors, regulators, and other parties.Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 12656 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2021 |
|---|---|
| Edisi | - |
| Subjek | Indonesia Stock liquidity Return Distribution of Return |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiii, 77 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |