?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENGARUH+DAILY+STOCK+PRICE+LIMITS+TERHADAP+RISIKO%0D%0AINVESTASI+PADA+PERUSAHAAN+YANG+MELAKUKAN%0D%0AINITIAL+PUBLIC+OFFERING+(IPO)+PERIODE+2017&rft.creator=DIAN+MELIANA+WATI%2C+1516051107&rft.subject=+&rft.description=The+study+aims+to+investigate+the+effect+of+daily+price+limits+on+stock+return%0D%0Avolatility%2C+trading+volume%2C+balance+stock+prices%2C+and+its+fair+value.+This+study+uses%0D%0Aquantitative+approach+and+purposive+sampling+technique+to+take+sample.+The%0D%0Asample+consist+of+17+companies+whose+stock+prices+touch+price+limits+(autorejection)+on+the+first+trading+day+from+37+companies+that+do+Initial+Public%0D%0AOffering+(IPO)+in+Indonesian+Stock+Exchange+(BEI)+period+2017.+To+analyze+the%0D%0Adata+researcher+uses+descriptive+analysis+then+applied+ARCH+and+GARCH%0D%0Amodels.+The+type+of+data+which+is+used+in+this+research+was+secondary+data+for+30%0D%0Atrading+days+after+the+stock+price+hits+the+limits.+Based+on+analysis+result%2C+it+show%0D%0Athat+daily+stock+price+limits+have+a+significant+effect+on+stock+return+volatility%2C%0D%0Abalance+stock+price+and+fair+value.+However%2C+daily+stock+price+limits+is+not%0D%0Asignificant+on+trading+volume.%0D%0AKeywords%3A+Daily+Stock+Price+Limits%2C+Stock+return+Volatility%2C+Balance+Stock%0D%0APrice%2C+Trading+Volume%2C+Fair+value%0D%0A%0D%0A%0D%0APenelitian+ini+bertujuan+untuk+mengetahui+pengaruh+batas+harga+saham+harian%0D%0Aterhadap+volatilitas+return+saham%2C+volume+perdagangan%2C+harga+keseimbangan+dan%0D%0Anilai+wajar.+Penelitian+ini+menggunakan+pendekatan+kuantitatif+dan+menggunakan%0D%0Ateknik+purposive+sampling+untuk+mendapatkan+sampel.+Sampel+terdiri+dari+17%0D%0Aperusahaan+yang+harga+sahamnya+menyentuh+batas+price+limits+(auto-rejection)+di%0D%0Ahari+pertama+perdagangan+dari+37+perusahaan+yang+melakukan+Initial+Public%0D%0AOffering+(IPO)+di+Bursa+Efek+Indonesia+pada+tahun+2017.+Untuk+menganalisis+data%0D%0Adigunakan+analisis+statistik+deskriptif+dan+menerapkan+model+ARCH+dan%0D%0AGARCH.+Jenis+data+yang+digunakan+dalam+penelitian+ini+adalah+data+sekunder%0D%0Aselama+30+hari+perdagangan+setelah+harga+saham+menyentuh+batas+price+limits.%0D%0ABerdasarkan+hasil+penelitian+menunjukan+bahwa+batas+harga+saham+harian%0D%0Aberpengaruh+signifikan+terhadap+volatilitas+return+saham%2C+harga+keseimbangan+dan%0D%0Anila+wajar+secara+parsial.+Namun%2C+batas+harga+saham+harian+berpengaruh+tidak%0D%0Asignifikan+terhadap+volume+perdagangan.%0D%0AKata+Kunci%3A+Daily+Stock+Price+Limits%2C+Volatilitas+Return+Saham%2C+Volume%0D%0APerdagangan%2C+Harga+Kesimbangan%2C+Nilai+Wajar&rft.publisher=Fakultas+Ilmu+Sosial+dan+Ilmu+Politik&rft.date=2019-05-09&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F55637%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F55637%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F55637%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++DIAN+MELIANA+WATI%2C+1516051107++(2019)+PENGARUH+DAILY+STOCK+PRICE+LIMITS+TERHADAP+RISIKO+INVESTASI+PADA+PERUSAHAAN+YANG+MELAKUKAN+INITIAL+PUBLIC+OFFERING+(IPO)+PERIODE+2017.++Fakultas+Ilmu+Sosial+dan+Ilmu+Politik%2C+Universitas+Lampung.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F55637%2F