Clarasati, Dania Nabila (2018) Pengaruh Bid Ask Spread, Market Value, Dan Dividend Payout Ratio Terhadap Holding Period Saham Biasa (Studi Pada Saham Indeks LQ-45 PERIODE 2014 - 2016). Sarjana thesis, Universitas Brawijaya.
Abstract
Holding Period adalah rata-rata panjangnya waktu investor menahan saham perusahaan selama jangka waktu atau periode tertentu. Setiap investor dengan pertimbangannya masing-masing memiliki Holding Period yang berbeda-beda, dengan kata lain ada beberapa faktor yang menyebabkan investor menahan atau melepas saham yang dimiliki. Oleh karena itu lamanya seorang investor menahan saham yang dimiliki menjadi hal yang menarik untuk diteliti. Penelitian ini bertujuan untuk mengetahui apakah Bid Ask Spread, Market Value, dan Dividend Payout Ratio berpengaruh secara signifikan terhadap Holding Period saham biasa. Penelitian ini menguji Holding Period saham-saham Indeks LQ-45 di Bursa Efek Indonesia selama periode 2014-2016. Sampel penelitian ini adalah 14 perusahaan yang selalu masuk dalam daftar Indeks LQ-45 selama periode penelitian. Data yang digunakan merupakan data sekunder yang diambil dengan metode dokumentasi. Dari hasil Uji Koefisien Determinasi (R2) didapat nilai sebesar 55,6% Holding Period dapat dijelaskan oleh Bid Ask Spread, Market Value dan Dividend Payout Ratio, sedangkan sisanya 44,4% dijelaskan oleh faktor lain di luar variabel Bid Ask Spread, Market Value dan Dividend Payout Ratio. Dari hasil pengujian hipotesis secara parsial (uji t) diperoleh hasil bahwa variabel Bid Ask Spread tidak berpengaruh signifikan terhadap Holding Period. Variabel Market Value dan Dividend Payout Ratio berpengaruh signifikan terhadap Holding Period. Dari hasil pengujian hipotesis secara simultan (uji F) dapat dikatakan bahwa Bid Ask Spread, Market Value dan Dividend Payout Ratio berpengaruh signifikan terhadap Holding Period.
English Abstract
Holding Period is the average length of the time for the investors to hold a stock over a period. Every investor with their own judgment have different Holding Period, in other words there are several factors that cause investor to hold or sell the stock they owned. Therefore, the length of an investor holding a stock they owned became an interesting topic to study. The purpose of this research was to examine the influence of Bid Ask Spread, Market Value, and Dividen Payout Ratio toward on Holding Period of common stock. This study examined the Holding Period of the shares of LQ-45 Index in the Indonesia Stock Exchange during period 2014-2016. The sample was 14 companies which always listed in LQ-45 Index during the research period. The data used are secondary data retrieved by the method of documentation. From the test results of the coefficient of determination (R2) obtained a value of 55,6% Holding Period can be explained by Bid Ask Spread, Market Value, and Dividend Payout Ratio, while the rest 44,4% explained by other factors outside the variable Bid Ask Spread, Market Value, and Dividend Payout Ratio. From the results of the partial hypothesis testing (t test) obtained the result that variable Bid Ask Spread has not significant influence on the holding period. Variable Market Value and Dividend Payout Ratio has significant influence on Holding Period. From the results of hypothesis testing significantly (F test) can be said there is a significant influence silmutaneously between the Bid Ask Spread, Market Value, and Dividend Payout Ratio of the Holding Period.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2018/405/05180641 |
| Uncontrolled Keywords: | Bid Ask Spread, Market Value, Dividend Payout Ratio, Holding Period, Indeks LQ-45. Bid Ask Spread, Market Value, Dividend Payout Ratio, Holding Period, LQ-45 Index. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 31 Jul 2019 03:02 |
| Last Modified: | 16 Oct 2021 04:03 |
| URI: | http://repository.ub.ac.id/id/eprint/165707 |
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