Analisis Pengaruh Perubahan Market Value dan Laba Per Saham Terhadap Perubahan Holding Period Saham  

Oleh:

Riyanto, Agus ; Hutomo, Y.B. Sigit

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Kinerja: Jurnal Bisnis dan Ekonomi Program Pascasarjana Universitas Atma Jaya Yogyakarta vol. 12 no. 2 (Aug. 2008), page 197-205.
Topik: Market Value; Earning per Share; Holding Period; Stock's Volatility; Duration Based Theory
Fulltext: KK15 12(2) 0808 197-205.pdf (1.48MB)

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Perpustakaan Pusat (Semanggi) Nomor Panggil: KK15 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Purpose of the study is to examine two variables, market value and earning per share, which are influencing the length of holding period for stocks investment. Based on duration-based theory, hypotheses were developed and tested whether the changes of market value and earning per share can affect the changes in holding period of the stocks. The study used twenty five listed companies in the LQ45 from year 2004 to 2005 as a sample of the study. Previous empirical studies show that stock's volatility, market value, transaction costs, technic and fundamental indicators affect stock holding period. Data was collected from Pojok Bursa Efek at Universitas Atma Jaya Yogyakarta. The variables were measured on the base of three-month financial statements of the public firms. The result of this study shows that the changes of market value and earning per share influence positive significantly to holding period changes. It means that the two independent variables play important roles to the changes of holding period.

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