Trisnawati, Shella (2023) Pengaruh Idiosyncratic Risk Dan Likuiditas Saham Terhadap Return Saham Pada Perbankan Yang Terdaftar Dalam Bursa Efek Indonesia Periode 2019-2021. Other thesis, Universitas Islam Riau.

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Abstract

This research aims to determine the effect of idiosyncratic risk (X1) and stock liquidity (X2), partially and on stock returns of banking companies listed on the Indonesia Stock Exchange (BEI). The period used in this study is three years, starting in 2019-2021. The type of research used in this research is descriptive analysis with a quantitative approach. The population in this study are banking companies listed on the IDX. The sampling technique used was purposive sampling and research data was obtained from 42 banking companies listed on the Indonesia Stock Exchange (BEI). The data analysis method used is multiple linear regression. Based on the results of data analysis, it is concluded that idiosyncratic risk has a positive and significant effect on stock returns, so the first hypothesis is accepted. Stock liquidity has a negative and insignificant effect on stock returns, so the second hypothesis is rejected.

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