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Bid-Ask Spread Impact on Holding Period by Vichy Pattiasina is a document available to read on EtoBox.
This document summarizes a research paper that examines the influence of bid-ask spread, market value, and variance return on holding period for stocks on the LQ45 index in Indonesia in 2016. The study uses daily data from 39 companies over 246 days, forming a panel data set of 9,594 samples. The results of a panel data regression analysis show that: 1) Bid-ask spread has a positive and significant influence on holding period. 2) Market value has a negative and significant influence on holding period.
- Author
- Vichy Pattiasina
- Language
- EN