Results 51 to 60 of about 204,856 (205)
PENGARUH HARGA SAHAM, VOLATILITAS HARGA SAHAM, DAN VOLUME PERDAGANGAN SAHAM TERHADAP BID-ASK SPREAD SAHAM PADA PERUSAHAAN SEKTOR PERTAMBANGAN YANG TERDAFTAR DI INDEKS SAHAM SYARIAH INDONESIA (ISSI) PERIODE JUNI 2016−JUNI 2017 [PDF]
, 2013 Sarah Maryadi, 8215132755, The Effect of Stock Price, Stock Price Volatility, and Stock Trading Volume toward Stock Bid-ask Spread on Mining Sector Companies that Listed on Indonesia Sharia Stock Index (ISSI) for Period June 2016 – June 2017, Study ...
MARYADI, SARAH
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DAMPAK PERUBAHAN SATUAN PERDAGANGAN DAN FRAKSI HARGA TERHADAP LIKUIDITAS SAHAM
MIX: Jurnal Ilmiah Manajemen, 2016 : On January 6, 2014, the Indonesia Stock Exchange (IDX) implemented new lot size and tick size: 500 shares per lot become 100 shares per lot, and five ticks (Rp1, Rp5, Rp10, Rp25, Rp50) become three ticks (Rp1, Rp5, Rp25).
Endri Endri
doaj
Journal of Management Small and Medium Enterprises (SME's)The objective of this study is to determine the impact of variable volatility of stock price, trading frequency, and share returns on bid-ask spreads either partially or simultaneously for LQ45 index member companies.
Mohamad Husni +2 more
doaj +1 more source
Bias in the effective bid-ask spread
Journal of Financial Economics, 2021 Abstract The effective bid-ask spread measured relative to the spread midpoint overstates the true effective bid-ask spread in markets with discrete prices and elastic liquidity demand. The average bias is 13%–18% for S&P 500 stocks in general, depending on the estimator used as benchmark, and up to 97% for low-priced stocks.
openaire +1 more source
FAKTOR PENENTU BID-ASK SPREAD SAHAM LQ45
ECONBANK: Journal of Economics and Banking, 2020 Investors always use various information to get the maximum profit in investment activities. One such information is the bid-ask spread. This study aims to determine the effect of company size, stock prices, stock price volatility and trading volume on the bid-ask spread of companies listed in the LQ45 index in the period 2015 to 2018.
Siti Puryandani, Sabna Ainazah Fatikhah
openaire +2 more sources
Smiles, Bid-ask Spreads and Option pricing. [PDF]
Given the evidence provided by Longstaff (1995), and Peña, Rubio and Serna (1999) a serious candidate to explain the pronounced pattern of volatility estimates across exercise prices might be related to liquidity costs.
Peña Sánchez de Rivera, Juan Ignacio +2 more
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FENOMENA PRICE REVERSAL: ANOMALI OVERREACTION PADA SAHAM LQ-45 DI BURSA EFEK INDONESIA PERIODE 2010-2014 [PDF]
, 2016 Abstrak Abstrak : Tujuan dari penelitian ini dalah untuk mengetahui pengaruh overreaction, firm size dan bid-ask-spread terhadap fenomena pembalikan harga (price reversal) pada saham LQ45 di BEI periode 2010-2014.
Yunita Dwi Fauziah, 114010224
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Effect of Bid Ask Spread, Profitability, and Free Cash Flow on Earning Management
Jurnal Akuntansi, 2019 The purpose of this study was to determine the effect of bid ask spread, profitability, and free cash flow on earnings management. The population in this study are manufacturing companies listed on the Indonesia Stock Exchange in 2016-2018.
Nurainun Bangun
doaj +1 more source
Asset pricing and the bid-ask spread
Journal of Financial Economics, 1986 Abstract This paper studies the effect of the bid-ask spread on asset pricing. We analyze a model in which investors with different expected holding periods trade assets with different relative spreads. The resulting testable hypothesis is that market-observed expexted return is an increasing and concave function of the spread.
Yakov Amihud, Haim Mendelson
openaire +1 more source
Estimating Actual Bid-Ask Spreads in Commodity Futures Markets [PDF]
Various bid-ask spread estimators are applied to transaction data from LIFFE cocoa and coffee futures markets, and the resulting estimates are compared to observed actual bid-ask spreads.
Bryant, Henry L., Haigh, Michael S.
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