This study aims to determine the effect of number of transactions on the volatility of companies listed in LQ45 from February 2012 to January 2017 with a total sample of 24 companies grouped into 4 portfolios based on average market capitalization where portfolio I is a small company, portfolio 2 and portfolio 3 are medium companies and portfolio 4 are large companies. The results of this study are the same as the results of previous studies where the number of transactions has a significant effect on volatility.
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