TY  - GEN
CY  - UNIVERSITAS LAMPUNG
ID  - eprints59752
UR  - http://digilib.unila.ac.id/59752/
A1  - Muhammad Mahardika , 1611031007
Y1  - 2022/01/22/
N2  - 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.
PB  - FAKULTAS EKONOMI DAN BISNIS
TI  - 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)
AV  - restricted
ER  -