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This document summarizes a study on the effect of stock prices, trading volumes, and return variances on bid-ask spreads around stock split announcements of companies listed on the Indonesia Stock Exchange between 2005-2011. The study used a sample of 40 companies that conducted stock splits. It found that the three variables had a significant combined effect on bid-ask spreads based on regression analysis. Individually, stock prices and trading volumes partially significantly affected bid-ask spreads, wh

Author

Samuel Hendra Sinaga

Language

EN