Analisis Determinan Bid-Ask Spread Saham LQ-45 di Bursa Efek Jakarta

Abstract

The objectives of the research are to analyzing the effects of stock price, variance of stock return and stock trading volume on bid-ask spread This research uses purposive sampling method thirty one stocks from companies pub/icing on index LQ 45 February until July 2006 were analyzed by multiple regression analysis. The result show that stock price is significantly effects bid­ ask spread Variance of stock return and stock trading volume are not significantly effects bid-ask spread.