ANALISIS PENGARUH RETURN SAHAM DAN VOLUME PERDAGANGAN SAHAM TERHADAP BID-ASK SPREAD PRA DAN PASCA PENGUMUMAN LAPORAN KEUANGAN PADA LQ 45

Supardi Supardi

Abstract


Trading system with the Jakarta Stock diBursa auction system is closely related to bid-ask price and ask price in reaching an agreement. The purpose of this study was to determine whether there are differences significantly influence stock returns and trading volume of shares on the bid-ask spread pre-and post-announcement of financial statements in a state of good news. Methods of data collection methods using data from documents and sekunderyangterdiri judgment sampling methods, and samples of yangdijadikan shares of 35 companies included in LQ45periodeFebruari 2002sampai by January 2004. Sources of data obtained from the Indonesian Capital Directory Marker, JSX Monthly Statistics, PPAUGM, MM UGM databases, and other relevant sources. The data analysis technique used is multiple regression analysis, paired t-test, and test data penolahan chow.Dalam using SPSS version 10 kkomputerprogram assistance. The results showed that no peneliltian perbedaanpengaruh TRADE stock return and volume of shares on the bid-ask spread pre-and post-announcement of the financial statements. One of the possible causes of the financial statements persepsibahwa memberikaninformasi not reliable enough as a base collection decisions, karenapemakai information have a low appreciation of the independence of public accountants.

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