Harga Saham: Efek Likuiditas dan Leverage

Authors

  • Guruh Marhaenis Handoko Putro Universitas Muhammadiyah Lamongan, Indonesia
  • Jennifer Farihatul Bait Universitas Muhammadiyah Lamongan, Indonesia
  • Dita Pratiwi Kusumaningtyas Universitas Muhammadiyah Lamongan, Indonesia
  • Suryani Yuli Astuti Universitas Muhammadiyah Lamongan, Indonesia

Abstract

This study aims to examine liquidity and leverage on stock prices. Background Problems: This occurs when the return index value in the property and real estate sectors is falling and free-falling to reach 14.54% in one period. Novelty: this study chose the most recent year in which the year coincided with the outbreak of the covid-19 outbreak. Research Methods: This research is quantitative with a causal approach. The secondary data used ranged from 2019-2021, so that 39 samples of companies were obtained. Finding/Results: partially liquidity and leverage have a significant positive effect on stock prices. Likewise, simultaneously that liquidity simultaneously has a significant positive effect on stock prices.

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Published

2023-02-27

How to Cite

Marhaenis Handoko Putro, G., Bait, J. F., Kusumaningtyas, D. P., & Astuti, S. Y. (2023). Harga Saham: Efek Likuiditas dan Leverage. Journal of Economics, Management, and Business Research, 3(1). Retrieved from https://jurnal.umla.ac.id/index.php/JEMBER/article/view/516

Issue

Vol. 3 No. 1 (2022)

Section

Articles

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