Institusion
Universitas Muhammadiyah Surakarta
Author
Rizky Safrani, Donna
, Eny Kusumawati, S.E., M.M., Ak., C.A
Subject
HB Economic Theory
Datestamp
2022-05-19 08:05:02
Abstract :
The purpose of this study was to examine the effect of stock trading volume, dividend yield, earning volatility, firm size, and exchange rate on stock price volatility. The sample data used in the study amounted to 114 of 23 companies indexed by LQ45 in the 2016-2020 research period. Analysis of the data used in this study is multiple linear regression analysis. Based on the research, it can be concluded that stock trading volume has a positive and significant effect on stock price volatility, firm size has a significant negative effect on stock price volatility, while other variables have no effect on stock price volatility.