Volume perdagangan dan perubahan harga saham: analisis berdasarkan jenis informasi

Susilawati, C. Erna (2008) Volume perdagangan dan perubahan harga saham: analisis berdasarkan jenis informasi. Media Riset Bisnis & Manajemen, 8 (3). pp. 285-304. ISSN 1411- 884x

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Abstract

Stock trading exists because there is difference between trader's opinions about expected value from security which is generating by same information. Trader's opinion and expectation are reflected in trade volume. Trade volume can be classified become two component, i.e. trade frequency and transactions volume. The purpose of the study is to analyze the impact of trade frequency and transactions volume through stock price change. The study also discusses the impact of publrc and private inforrr>3tion :hrough trans3ction frequency and transactions volume. We use 45 stocks from 15 industries which classified to 3 (three) types of portfolios acco;ding to each market caprtalization. The results of this study shows that trade frequency have significant impact to stock price change and neither to traris'lctions volume. This mP.an that 'trarle frequency' have information (private information). Can be concluded that each traders in Indonesian Stock Exchange (IDX) have relative same information about public information but not to private information.

Item Type: Article
Uncontrolled Keywords: Trade frequency, Transaction volume, Public information, Private information
Subjects: Business > Management
Divisions: Journal Publication
Depositing User: Vincentius Widya Iswara
Date Deposited: 02 Mar 2015 08:47
Last Modified: 02 Mar 2015 08:49
URI: http://repository.wima.ac.id/id/eprint/1571

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