Cover Image

ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA

The main purpose of this study is to test the effect of transaction cost to holding period of common stock. This study investigates whether investors with longer (lower) bid-ask spread as a proxy of transaction cost. Besides, this study also added two independent variables such as market value and v...

Full description

Main Author: Eko Budi Santoso
Format: Jurnal
Language: Bahasa Indonesia
Published: UKDW 2008
Subjects:
JRAK Transaction Cost Bid
Ask Spread Holding Period Market Value Variance of return
Online Access: http://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=52061
PINJAM
id oai:lib.umy.ac.id:52061
recordtype oai_dc
spelling oai:lib.umy.ac.id:520612021-06-16T13:06:14ZANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASAEko Budi SantosoJRAK Transaction Cost BidAsk Spread Holding Period Market Value Variance of returnThe main purpose of this study is to test the effect of transaction cost to holding period of common stock. This study investigates whether investors with longer (lower) bid-ask spread as a proxy of transaction cost. Besides, this study also added two independent variables such as market value and variance of return. The statistical method used in this study is two-stage least square regressions because the investor's holding period and the bid-ask spread for each stock are simultaneously ditermined. The result shows that bid ask spread related positively and significant to holding period. The bid ask spread, market value, and variance of return have a significant effect to holding period.UKDW2008Jurnal1ISBN:0216-5082JRAK MM Vol 4 No.2 2008Bahasa Indonesiahttp://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=52061
institution Universitas Muhammadiyah Yogyakarta
collection Perpustakaan Yogyakarta
language Bahasa Indonesia
topic JRAK Transaction Cost Bid
Ask Spread Holding Period Market Value Variance of return
spellingShingle JRAK Transaction Cost Bid
Ask Spread Holding Period Market Value Variance of return
Eko Budi Santoso
ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA
description The main purpose of this study is to test the effect of transaction cost to holding period of common stock. This study investigates whether investors with longer (lower) bid-ask spread as a proxy of transaction cost. Besides, this study also added two independent variables such as market value and variance of return. The statistical method used in this study is two-stage least square regressions because the investor's holding period and the bid-ask spread for each stock are simultaneously ditermined. The result shows that bid ask spread related positively and significant to holding period. The bid ask spread, market value, and variance of return have a significant effect to holding period.
format Jurnal
author Eko Budi Santoso
author_sort Eko Budi Santoso
title ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA
title_short ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA
title_full ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA
title_fullStr ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA
title_full_unstemmed ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA
title_sort analisis pengaruh transaction cost terhadap holding period saham biasa
physical 1
publisher UKDW
publishDate 2008
url http://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=52061
isbn ISBN:0216-5082
callnumber-raw JRAK MM Vol 4 No.2 2008
callnumber-search JRAK MM Vol 4 No.2 2008
_version_ 1702748666366787584
score 14.79448

Similar Items