| dc.description.abstract | This study aims to analyze the effect of “The Effect of Stock Return, Stock
Trading Volume, Stock Return Variant, Trading Volume Activity and Stock Risk
on Bid-Ask Stock Spreads in Manufacturing Companies Incorporated in the LQ45
Index in the period of 2016-2020.” There are 225 Manufacturing Companies listed
in the LQ 45 index for 5 years, 75 Manufacturing Companies that listed in the LQ
45 as samples in this study. The sample technique used in this research is purposive
sampling method. In this research, the data used is secondary data. The research
data is obtained from the website www.idx.co.id, www.idx.co.id and www.ebursa.
com. The data that is obtained and collected will be processed by using the
application of SPSS version 26.The results of this study show that partially stock
returns, stock return variances, trading volume activity, and stock risk have a
significant positive influence, but stock trading volume does not affect the bid-ask
spread on manufacturing companies that are members of the LQ 45 index for the
2016 – 2020 period. However, simultaneously stock returns, stock trading volumes,
stock return variants, trading volume activity, and stock risk have a significant
positive influence on bid-ask spreads on manufacturing companies that are
members of the LQ 45 index for the period 2016 – 2020. This is explained based
on the results of the significance test with a significance level of 0.00 < 0.05. | en_US |