VOLUME PERDAGANGAN, FREKUENSI PERDAGANGAN, ORDER IMBALANCE DAN VOLATILITAS HARGA SAHAM

Abstract

Stock price volatility reflects the risk and opportunity gained by investors. Investors need to pay attention on indicators in technical analysis that will affect stock prices volatility, such as trading volume, trading frequency and the absolute difference between demand volume and supply volume, known as order imbalance. This study is aimed at examining the effect of trading volume, trading frequency and order imbalance on stock price volatility.