%A 1016051018 Rosdiana Dewi %T IMPLIKASI MARKET VALUE, VARIAN RETURN, LABA PER SAHAM, VOLUME PERDAGANGAN, DAN DIVIDEN TERHADAP BID ASK SPREAD PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS LQ45 PERIODE 2010-2012 %X ABSTRAK IMPLIKASI MARKET VALUE, VARIAN RETURN, LABA PER SAHAM, VOLUME PERDAGANGAN, DAN DIVIDEN TERHADAP BID ASK SPREAD PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS LQ45 PERIODE 2010-2012 Oleh Rosdiana Dewi Tujuan penelitian ini adalah untuk mengetahui pengaruh market value, varian return, laba per saham, volume perdagangan dan dividen terhadap bid ask spread. pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling dan diperoleh sampel sebanyak 22 perusahaan yang terdaftar dalam indeks LQ45. Teknik analisis data yang digunakan yaitu regresi linier berganda dengan pendekatan panel data dan menggunakan alat analisis program E-views 7. Berdasarkan hasil uji t (parsial) menunjukan bahwa variabel varian return berpengaruh secara signifikan terhadap bid ask spread, serta variabel market value, laba per saham, volume perdagangan dan dividen berpengaruh tidak signifikan terhadap bid ask spread. Berdasarkan uji F (simultan) menunjukan bahwa terdapat pengaruh yang signifikan antara variabel market value, varian return, laba per saham, volume perdagangan dan dividen terhadap bid ask spread. Kata Kunci: Market Value, Varian Return, Laba Per Saham, Volume, Perdagangan, Dividen dan Bid Ask Spread. ABSTRACT THE IMPLICATIONS OF MARKET VALUE, VARIANCE RETURN, EARNINGS PER SHARE, TRADING VOLUME, AND DIVIDEND TOWARDS BID ASK SPREAD ON COMPANY LISTED IN LQ45 INDEX THE PERIOD 2010-2012 By Rosdiana Dewi The purpose of this research is to determine the effect of market value, variance return, earning per share, trading volume and dividend towards bid ask spread. Sample retrieval of this research is using purposive sampling method and obtained twenty two companies that was registered in LQ45 index. Data analysis technique that used is multiple regression linear with panel data models and using instrument analysis program E-views 7. Based on results of test-t (partial) indicating that variable variance return significantly influenced towards bid ask spread and variabel market value, earning per share, trading volume and dividend not significantly influenced towards bid ask spread. Based on results of test-f (simultaneous) indicating that there are significant influence between market value, variance return, earning per share, trading volume and dividend towards bid ask spread. Keywords: Market Value, Variance Return, Earning Per Share, Trading Volume, Dividend and Bid Ask Spread %C Universitas Lampung %D 2015 %I Fakultas Ilmu Sosial dan Ilmu Politik %L eprints10168