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ANALISS PENGARTUH TRADING FREQUENCY TERHADAP VOLATILITY HARGA PADA SAHAM (SAHAM DI BEI) PERIODE JANUARI 2009 - DESEMBER 2009

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ABSTRACT Trading Frequency is the number of activities or sell-buy transactions made by investors (Domeslic lnveslor and Foreip Investor) within a period of time. Trading Frequency zrs a measure of trading activity can be used a tool of technical analysis to predict price movements. Volatility is a characteristic of a security, commodity, or market to rise or fall sharply in price within a short of term. Volatility is represented by the daily closing share price. With &e Fluctuating stock price which teads to a high risk level of stocks, this makes the volatility in the stock price. That is why the trading frequency is one of indicators that affects and should be a useful tool making decisions regarding the investment of shares in the capital market. Conclusions of this study were obtained as follows: variable lrequency trading has a positive effect that is not too sigrrificant of stock price volatility and the obtained values greater l}r,n 7.766 tnirrns M t6o6"1 value 1645 and sipificance value of 0.07 is greater than 0.05. The amount of R Square Adjusted "J.ffi"i"n, of determination is 2.4% which means 2.4 percent of the volatility of stock prices are influenced by independent variables, while the remaining 97'6 p€rcent is explained by other variables not presented in the study. This shows that the trading fr"qu"n"y has a positive influence that is not too significant of stock price volatility.