Pengaruh Market Value, Variance Return, Dan Volume Perdagangan Terhadap Periode Kepemilikan Saham (Holding Period)

Abstract

The purpose of this study is to determine the effect of market value, variance return and trading volume on the holding period. The sampling technique in this study used a purposive sampling method and obtained as many as 6 companies listed in the IDXBUMN20 index. The data analysis technique used multiple regression panel data models and using the analysis tool Eviews 9. Based on the t test (partial) shows that the market value, variance return and trading volume has significantly effect and negative relationship on holding period in a partial way. Based on the F test (simultaneous) shows that the market value, variance return and trading volume have significantly effect on the holding period.

Corporate Factors and Holding Period of Stock: Evidence Indonesia LQ45 Company

“…The results of this study are in line with Veridiana (2020) and Suryarini (2022). However, in contrast to the results of Andiyani et al (2021) andLubis et al (2020), who found that market value has a negative effect on the holding period. The results of the tests show that earnings per share have no effect on holding period.…”

Pengaruh Market Value, Return On Asset, Dividend Payout Ratio dan Variance Return Terhadap Holding Period Pada Perusahaan Sektor Property, Real Estate dan Konstruksi Bangunan Yang Terdaftar di Bursa Efek Indonesia Tahun 2017-2020

“…Penelitian yang dilakukan oleh Susetyo & Niati (2018), Lubis et al (2020) memperoleh hasil bahwa market value memiliki pengaruh negatif dan signifikan terhadap holding period saham.…”

“…penelitian Susetyo dan Niati (2018) menunjukkan bahwa variance return memiliki pengaruh negatif dan signifikan terhadap holding period saham. Penelitian Lubis et al (2020) pada perusahaan yang tercatat dalam indeks IDXBUMN20 menunjukkan bahwa adanya pengaruh negatif yang signifikan secara parsial, antara variance return terhadap holding period.…”

Influence of Bid-Ask Spread, Market Value, Variance Return, and Stock Trading Volume on the Stock Holding Period on the SRI-KEHATI Index listed on the Indonesia Stock Exchange in 2018-2022

“…Research conducted byApriani et al (2023),Lubis et al (2020), andYunita et al (2020) stated that variance return negatively affects the holding period. Meanwhile, research conducted byArdana et al (2018) and Subaida (…”