ANALISIS PENGARUH BID ASK SPREAD, MARKET VALUE,RISK OF RETURN, DAN DEVIDEND PAY OUT RATIOTERHADAP HOLDING PERIOD SAHAM BIASA (Studi Kasus Pada Saham-saham LQ-45 Periode 2010-2012)

The determination of periods of ownership or holding period is an important consideration which is related to an investor's investment decision. Every investor with their own judgement each have different holding period, in other words there are several factors that cause investor to hold or se...

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Main Authors: PURNANINGPUTRI, Haryani (Author), PRASETIONO , Prasetiono (Author)
Format: Academic Paper
Published: 2014-07-16.
Subjects:
Online Access:http://eprints.undip.ac.id/45014/
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042 |a dc 
100 1 0 |a PURNANINGPUTRI, Haryani  |e author 
700 1 0 |a PRASETIONO , Prasetiono   |e author 
245 0 0 |a ANALISIS PENGARUH BID ASK SPREAD, MARKET VALUE,RISK OF RETURN, DAN DEVIDEND PAY OUT RATIOTERHADAP HOLDING PERIOD SAHAM BIASA (Studi Kasus Pada Saham-saham LQ-45 Periode 2010-2012) 
260 |c 2014-07-16. 
500 |a http://eprints.undip.ac.id/45014/1/05_PURNANINGPUTRI.pdf 
520 |a The determination of periods of ownership or holding period is an important consideration which is related to an investor's investment decision. Every investor with their own judgement each have different holding period, in other words there are several factors that cause investor to hold or sell the shares they owned. Therefore, the length of an investor holding a stock that is owned became an interesting topic to study. The factors that affect the holding period, namely the bid-ask spread, market value risk of return and dividend payout. This research aim is to analyze the effect of the bid-ask spread, market value risk of return, and dividend pay-out to the holding period of common stock. This study examined the holding period of the shares of LQ-45 in the Indonesia Stock Exchange during the period 2010-2012. The sample was 29 companies which always listed in LQ-45 during the research period. The data used are secondary data retrieved by the method of documentation. From the test results of the coefficient of determination (R2) obtained a value of 43.2% holding period can be explained by the bid-ask spread, market value risk of return and dividend pay-out, while the rest 56.8% explained by other factors outside the bid variable -ask spread, market value risk of return and dividend payout. From the results of the partial hypothesis testing (t test) obtained the result that the bid-ask spread variable has negative and significant influence on the holding period. While the variable market value, risk of return and dividend pay-out has positive and significant influence on the holding period. From the results of hypothesis testing significantly (F test) can be said there is a positive and significant influence simultaneously between the bid-ask spread, market value risk of return and dividend pay out of the holding period. From these research results it is suggested to the investors who had funds in the capital markets in the form of common stock, to be more considering factors bid-ask spread, market value risk of return and dividend pay out in the consideration to hold or release the shares they held 
690 |a H Social Sciences (General) 
655 7 |a Thesis  |2 local 
655 7 |a NonPeerReviewed  |2 local 
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856 4 1 |u http://eprints.undip.ac.id/45014/