Analisis faktor-faktor yang mempengaruhi Holding Period pada Indeks LQ45 periode 2013-2017

Fitria Aziza

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The purpose of this study was to analyse the effect of bid askspread, market value, price earning ratio and dividend payout ratio towards holding period on LQ45 Index in 2013-2017. The data used was external secondary data, where the value of bid price, ask price, trading volume and listed share were obtained from the summary data in Indonesia Stock Exchange website and The Indonesia Capital Market Institute (TICMI). Purposive sampling method used to determine the sample and according to the criterias, the study obtained sample of 7 companies. The analysis of the data was done by multiple linier regression which is processed with the help of SPSS22 software. The result showed that bid ask spread had no effect on holding period, while market value,price earning ratio and dividend payout ratio had positive effect towards holding period. Coefficient of determination showed that four variables in this study explained holding period by 73.9%

Keywords: Bid Ask Spread, Market Value, Price Earning Ratio, Dividend Payout Ratio, Holding Period


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