PENGARUH ORDER IMBALANCE, FREKUENSI PERDAGANGAN, INFLASI, VOLUME PERDAGANGAN DAN SUKU BUNGA TERHADAP VOLATILITAS HARGA SAHAM(Studi Empiris pada Perusahaan Indeks LQ-45 di Bursa Efek Indonesia Tahun 2016-2019)

Muhammad Mahardika , 1611031007 (2022) PENGARUH ORDER IMBALANCE, FREKUENSI PERDAGANGAN, INFLASI, VOLUME PERDAGANGAN DAN SUKU BUNGA TERHADAP VOLATILITAS HARGA SAHAM(Studi Empiris pada Perusahaan Indeks LQ-45 di Bursa Efek Indonesia Tahun 2016-2019). FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)

Penelitian ini bertujuan untuk menguji pengaruh order imbalance, frekuensi perdagangan, inflasi, volume perdagangan, dan suku bunga terhadap volatilitas harga saham pada perusahaan LQ-45 di Pasar Modal Indonesia. Periode penelitian ini selama 4 tahun dimulai dari tahun 2016-2019. Sampel ditentukan dengan metode purposive sample dimana sampel ditentukan berdasarkan kriteria perusahaan tidak melakukan stock splits, dan right issue. Berdasarkan kriteria tersebut didapatkanlah 27 sampel perusahaan. Hasil uji menunjukkan bahwa Order Imbalance, Frekuensi Perdagangan, dan Suku Bunga tidak berpengaruh terhadap volatilitas harga saham, sedangkan Inflasi berpengaruh negatif dan signifikan terhadap volatilitas harga saham dan Volume Perdagangan berpengaruh positif dan signifikan terhadap volatilitas harga sahamKATA KUNCI : Volatilitas Harga Saham, Order Imbalance,Frekuensi Perdagangan, Inflasi, Volume Perdagangan, Suku Bunga. This study aims to test the influence of order imbalace, trading frequency, inflation, trading volume, and interest rate on stock price volatility at LQ-45 firms in Indonesia Stock Exchange. The period of this study was 4 years, started from 2016-2019. Sample was determined by using purposive sampling method, where the sample selected based on criteria over the study period the company did not do stock splits and right issue. Based on the criteria, there were 27 firms sample.Test results showed that Order Imbalance, Trading Frequency, and Interest Rate had no effect on Stock Price Volatility, whilst Inflation had negative and significant effect on Stock Price Volatility and Trading Volume had positive and significant effect on Stock Price Volatility. Keywords: Stock Price Volatility, Order Imbalance, Trading Frequency, Inflation, Trading Volume, Interest Rate.

Jenis Karya Akhir: Skripsi
Subyek: 300 Ilmu sosial > 330 Ekonomi
Program Studi: Fakultas Ekonomi dan Bisnis > Prodi S1-Akuntansi
Pengguna Deposit: 2203662482 . Digilib
Date Deposited: 14 Apr 2022 04:08
Terakhir diubah: 14 Apr 2022 04:08
URI: http://digilib.unila.ac.id/id/eprint/59752

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