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Dividend Payout, Asset Growth, Leverage, Asset Size, Liquidity, Earnings Variability, Accounting Beta.

June 8, 2010

Sebagian  besar variabel tersebut adalah variabel akuntansi, variabel fundamental tersebut adalah dividend payout, asset growth, leverage, asset size, liquidity, earnings variability, accounting beta. Selain beberapa variabel akuntansi Ryan (1996) juga menguji beberapa variabel pasar. Hasil studi menunjukkan bukti bahwa terdapat hubungan terbalik secara statistically significant antara bid-ask spread dan harga. Selanjutnya ditemukan hubungan yang positif antara spread dan liquidity, leverage, earnings variability, market beta, dan price variability. Hasil juga mengindikasikan hubungan yang signifikan antara spread dan asset size dan asset growth

Ryan, H. A. (1996), “The Use of Financial Ratio as Measure of Risk in The Determination of Bid-Ask Spread,” Journal of Financial and Srategic Decision, Vol. 9. No. 2, Summer, hal. 33-41.

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