Journal of Management, Accounting, General Finance and International Economic Issues (MARGINAL)
Vol. 2 No. 1 (2022): DECEMBER

THE EFFECT OF COMPANY SIZE, STOCK RETURN, AND TRADING VOLUME ON THE BID-ASK SPREAD OF STOCKS ON LQ45 COMPANIES LISTED ON THE IDX (2016-2020)

Jelanti, Desi (Unknown)
Fitriyah (Unknown)

Article Info

Publish Date
07 Sep 2022

Abstract

This study aims to analyze and provide empirical evidence of the impact of business size, stock return, and stock trading volume on the bid-ask spread of stocks. This quantitative associative research uses secondary data obtained from the official website of the Indonesia Stock Exchange and the websites of each company. The population of this study is comprised of LQ45 Index companies listed on the Indonesia Stock Exchange between 2016 and 2020. The sample for this study was selected through the use of purposeful sampling, and only 70 of the provided firm data met the selection criteria. The data in this study were analyzed using panel data regression analysis and statistical EViews software. This study discovered that the bid-ask spread of a stock is influenced by three factors: the size of the company, the trading volume, and the returns on the stock. The size of the company has a significant effect on the bid-ask spread, whereas stock returns have an insignificant effect.

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Journal Info
Journal of Management, Accounting, General Finance and International Economic Issues (MARGINAL)
Website

Abbrev

MARGINAL

Publisher

Transpublika Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Environmental Science Social Sciences

Description

Journal of Management, Accounting, General Finance and International Economic Issues (MARGINAL) provides a scientific discourse about accounting, business, management, and economic issues both practically and conceptually. The published articles at this journal cover various topics from the result ...