ANALISIS PENGARUH KAPITALISASI PASAR, VOLUME PERDAGANGAN, DAN VOLATILITAS SAHAM TERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DALAM INDEKS LQ-45 PERIODE 2013-2017

Abstract

This study discusses to analyze the influence of markets, trading volume and stock volatility on the return of shares in companies listed in the LQ-45 index. The sampling method in this study used a purposive sampling method, namely by taking samples from the population with predetermined criteria. This study used multiple linear regression analysis. The results of this study indicate that market capitalization, trading volume and stock volatility have a positive influence on stock returns.