Prayogo, Danang (2019) Pengaruh Frekuensi Perdagangan, Volume Perdagangan, dan Harga Saham Masa Lalu Terhadap Harga Saham (Studi pada Indeks LQ45 di Bursa Efek Indonesia Periode 2014-2018). Sarjana thesis, Universitas Brawijaya.
Abstract
Pasar modal saat ini mengalami perkembangan dengan pesat. Hal ini terjadi karena semakin meningkatnya minat masyarakat untuk berinvestasi di pasar modal. Menganalisis pergerakan harga saham di pasar modal dapat dilakukan dengan menganalisis data historis pasar. Penelitian ini bertujuan untuk mengetahui pengaruh frekuensi perdagangan, volume perdagangan, dan harga saham masa lalu terhadap harga saham sebagai variabel terikat. Jenis penelitian yang digunakan adalah eksplanatori dengan pendekatan kuantitatif, variabel independen tersebut diuji secara simultan dan parsial dengan metode regresi linier berganda dengan software IBM Statistical Product and Service Solution (SPSS) versi 23 yang dilakukan pada indeks LQ45 yang merupakan indeks yang menampung 45 perusahaan paling likuid di Bursa Efek Indonesia pada periode 2014-2018. Hasil penelitian menunjukkan bahwa terdapat pengaruh signifikan secara simultan dari variabel frekuensi perdagangan, volume perdagangan, dan harga saham masa lalu terhadap harga saham. Secara parsial, variabel frekuensi perdagangan dan harga saham masa lalu memiliki pengaruh secara signifikan dan positif terhadap harga saham sedangkan variabel volume perdagangan memiliki pengaruh secara signifikan dan negatif terhadap harga saham. Diharapkan peneliti berikutnya dapat menganalisis dengan menambah variabel-variabel data historis pasar yang lain.
English Abstract
The capital market is currently experiencing rapid development. This happens because of the increasing interest of the public to invest in the capital market. Analyzing stock price movements in the capital market can be done by analyzing historical market data. This study aims to determine the effect of trading frequency, trading volume, and past stock prices on stock prices as the dependent variable. This type of research is explanatory with a quantitative approach, the independent variables are tested simultaneously and partially with multiple linear regression method with IBM Statistical Product and Service Solution (SPSS) version 23 conducted on the LQ45 index which is an index that holds 45 of the most liquid companies on the Indonesia Stock Exchange in the 2014-2018 period. The results showed that there was a significant simultaneous effect of the trading frequency, trading volume, and past stock prices on stock prices. Partially, the trading frequency and past stock prices have a significant and positive influence on stock prices, while the trading volume has a significant and negative influence on stock prices. It is hoped that the next researcher can analyze by adding other historical market data variables.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2019/791/052000276 |
| Uncontrolled Keywords: | Frekuensi Perdagangan, Volume Perdagangan, Harga Saham Masa Lalu, Harga Saham-Trading Frequency, Trading Volume, Past Stock Price, Stock Price. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) > 332.632 22 Prices |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 18 Aug 2020 03:10 |
| Last Modified: | 21 Oct 2021 01:56 |
| URI: | http://repository.ub.ac.id/id/eprint/177572 |
Preview |
Text
ABSTRAK.pdf Download (229kB) | Preview |
Preview |
Text
Danang Prayogo.pdf Download (4MB) | Preview |
Actions (login required)
 |
View Item |