PENGARUH BID ASK SPREAD TERHADAP HOLDING PERIOD SAHAM KOMPAS 100 DI BURSA EFEK INDONESIA PERIODE TAHUN 2009

NINA ANDRIANI, . (2011) PENGARUH BID ASK SPREAD TERHADAP HOLDING PERIOD SAHAM KOMPAS 100 DI BURSA EFEK INDONESIA PERIODE TAHUN 2009. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Penelitian ini bertujuan untuk memperoleh mendapatkan pengetahuan berdasarkan data yang valid, benar dan dapat dipercaya tentang pengaruh bid ask spread terhadap holding period saham Kompas 100 di Bursa Efek Indonesia yang dilaksanakan pada Pusat Referensi Pasar Modal (PRPM) pada gedung Bursa Efek Indonesia sejak bulan Maret hingga Juni 2011. Teknik pengambilan sampel yang digunakan adalah sampel acak. Metode yang digunakan adalah metode survey dengan pendekatan korelasi. Berdasarkan perhitungan statistik penelitian didapatkan regresi Ŷ= 1,714 + 19,515X. Hasil dari uji normalitas galat taksiran Y atas X menunjukkan bahwa data berdistribusi normal karena Lhitung<Ltabel (0,0884<0,1194). Berdasarkan perhitungan uji linieritas regresi diperoleh Fhitung=1,393, Ftabel=3,32 yang berarti model regresi adalah linier (1,393<3,32) dan berdasarkan uji keberartian regresi diketahui bahwa regresi tidak signifikan karena Fhitung<Ftabel (0,679<4,02). Berdasarkan uji hipotesis dengan uji koefisien korelasi product moment diperoleh rxy = 0,112, yang berarti terdapat pengaruh yang positif antara bid ask spread terhadap holding period saham. Berdasarkan uji-t diketahui bahwa thitung < ttabel Hasil penelitian ini telah membuktikan terdapat pengaruh yang positif antara bid ask spread terhadap holding period saham Kompas 100 di Bursa Efek Indonesia periode tahun 2009, namun pengaruh yang terjadi tidak signifikan. Hal ini berarti jika bid ask spread meningkat maka akan diikuti dengan kenaikan holding period saham, namun variasi hubungan tersebut hanya sebesar 1,26%. This research intends to get knowledge based on valid, true and reliable data about the influence of bid ask spread to holding period at shares of Kompas 100 in Indonesia Stock Exchange, held at Capital Market Reference Center (CPRC) Indonesia Stock Exchange Building, since March until June 2011. The taking sample technique used random sampling. Method used in this research is survey with correlation approach. According to statistical computation the research reveals the regression Ŷ= 1,714 + 19,515X. Result of normality test of error estimation Y on X shows that the data are normally distributed because Lhitung<Ltabel (0,0884<0,1194). Based on the calculation of the linearity regression test is obtained Fhitung=1,393, Ftabel=3,32 which means the regression model is linier (1,393<3,32) and based on the significance regression test it is known that regression model are not significant because Fhitung < Ftabel (0,679<4,02). Based on hypotesis test with correlation coefficient test product moment is obtained rxy = 0,112, this means there is positive effect between bid ask spread to holding period. Based on t-test is known thitung < ttabel (0,824<1,671) which means the influence bid ask spread to holding period was unsignificant. While based on calculation coefficient of determination is obtained 0,0126, this is shows level of contribution bid ask spread to holding period equal to 1,26%. The results of this research has shown a positive effect exists between bid ask spread to holding period at shares of Kompas 100 in Indonesia Stock Exchange period 2009, but the effect that occur are not significant. This means that if the level of bid ask spread increases it will be followed by an increase in holding period, but variations of this relationship is only 1,26%.

Item Type:	Thesis (Sarjana)
Additional Information:	1) Tresno Ekajaya, SE, M.Ak. 2) Dra. Sri Zulaihati, M.Si
Subjects:	Ilmu Sosial > Perdagangan, e-commerce > Akuntansi
Divisions:	FE > S1 Akuntansi
Depositing User:	sawung yudo
Date Deposited:	30 Jun 2022 07:41
Last Modified:	30 Jun 2022 07:41
URI:	http://repository.unj.ac.id/id/eprint/31189

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