FAKTOR PENENTU HOLDING PERIOD SAHAM LQ-45 DI BURSA EFEK INDONESIA
Visita Yales Arma · 2014 · Journal of Business & Banking
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract
Holding periods is the period of time during which one owns a security. In addition, holding period is influenced by transaction cost, market value, and risk. The objective of this research is to analyze the effect of bid-ask spread, market value, and variance return on holding period. The analysis of the data was done by multiple regression analysis. Using the data from 34 companies in LQ-45 index period 2010-2011, the results show that market value has positive effect and variance return has negative effect on holding periods. Theresults also show that Bid-Ask spread has no significant effec
Abstract by Visita Yales Arma, Journal of Business & Banking (2014) — licensed CC BY 4.0.
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WASTE indexes this work — it does not host or republish it. Failure-type classification is automated and approximate.
Metadata source: DOAJ · DOI 10.14414/jbb.v3i2.237