PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN, MARKET VALUE DAN VARIAN RETURN TERHADAP BID ASK SPREAD (STUDI EMPIRIS PADA PERUSAHAAN YANG TERDAFTAR DI DAFTAR EFEK SYARIAH)
Abstract
The research aims to examinine the influence of stock price, trading
volume, market value and variance return toward bid ask spread. The object of
this research is companies listed of islamic securities 2015. The selection of the
sample in this study using purpossive sampling method in order to obtain the total
sample of 169 companies with a total 169 association reports daily stock trading
companies listed of islamic securities. Data analysis method used multiple linear
regression. The results of this study indicate that stock price and variance return
negative and significant impact to the bid ask spread, market value positive
significant impact to the bid ask spread. While other variables trading volume
does not affect the bid ask spread.