Sutrisno, Bambang (2020) The Determinants of Stock Price Volatility in Indonesia. Economics and Accounting Journal, 3 (1). pp. 73-79. ISSN 2615-7888

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Abstract

Volatility reflects stock price fluctuation in a certain period. The objective of this research is to examine the effect of trading volume, firm size, inflation, and exchange rate on stock volatility of the Jakarta Islamic Index companies from 2014 to 2018. By using a purposive sampling technique, the research sample is sixteen companies. This research employs panel regression with annual data. This study reveals that the stock trading volume significantly affects stock price volatility. Firm size is negatively related to price volatility. Meanwhile, the inflation and exchange rate do not affect stock volatility.

Item Type:	Article
Subjects:	H Social Sciences > HG Finance
Divisions:	Faculty of Economics and Business / Fakultas Ekonomi dan Bisnis > S1 Management / Manajemen
Depositing User:	Bambang Sutrisno
Date Deposited:	01 Mar 2021 00:43
Last Modified:	01 Mar 2021 00:43
URI:	http://repository.umj.ac.id/id/eprint/3535

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