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Uji Asumsi Klasik Sesudah Stock Split Analisis Regresi Linear Berganda Sebelum Stock Split

Coefficients a Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance VIF 1 Constant 1.530 .420 3.644 .000 Ln_Harga_Saham -.240 .051 -.331 -4.745 .000 .905 1.105 Ln_Volume_Perdagangan -.210 .023 -.642 -9.284 .000 .923 1.083 Ln_Varian_Return .010 .055 .013 .184 .855 .847 1.180 a. Dependent Variable: Ln_Bid_Ask_Spread Model Summary b Model R R Square Adjusted R Square Std. Error of the Estimate Durbin-Watson 1 .730 a .533 .519 .65799 1.943 a. Predictors: Constant, Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham b. Dependent Variable: Ln_Bid_Ask_Spread

b. Uji Asumsi Klasik Sesudah Stock Split

Universitas Sumatera Utara One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 110 Normal Parameters a,,b Mean .0000000 Std. Deviation .50881781 Most Extreme Differences Absolute .122 Positive .122 Negative -.116 Kolmogorov-Smirnov Z 1.275 Asymp. Sig. 2-tailed .077 a. Test distribution is Normal. b. Calculated from data. Universitas Sumatera Utara Coefficients a Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance VIF 1 Constant .447 .241 1.850 .067 Ln_Harga_Saham -.006 .031 -.018 -.192 .848 .970 1.031 Ln_Volume_Perdagangan -.026 .014 -.184 -1.900 .060 .957 1.045 Ln_Varian_Retur .060 .035 .162 1.696 .093 .975 1.026 a. Dependent Variable: Abs Coefficients a Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance VIF 1 Constant 2.295 .348 6.603 .000 Ln_Harga_Saham -.315 .044 -.459 -7.107 .000 .970 1.031 Ln_Volume_Perdagangan -.161 .020 -.529 -8.136 .000 .957 1.045 Ln_Varian_Retur .107 .051 .135 2.095 .039 .975 1.026 a. Dependent Variable: Ln_Bid_Ask_Spread Model Summary b Model R R Square Adjusted R Square Std. Error of the Estimate Durbin-Watson 1 .756 a .571 .559 .51597 1.957 a. Predictors: Constant, Ln_Varian_Retur, Ln_Harga_Saham, Ln_Volume_Perdagangan b. Dependent Variable: Ln_Bid_Ask_Spread Universitas Sumatera Utara Lampiran 5 Pengujian Hipotesis

a. Analisis Regresi Linear Berganda Sebelum Stock Split

ANOVA b Model Sum of Squares df Mean Square F Sig. 1 Regression 52.308 3 17.436 40.273 .000 a Residual 45.892 106 .433 Total 98.200 109 a. Predictors: Constant, Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham b. Dependent Variable: Ln_Bid_Ask_Spread Coefficients a Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance VIF 1 Constant 1.530 .420 3.644 .000 Ln_Harga_Saham -.240 .051 -.331 -4.745 .000 .905 1.105 Ln_Volume_Perdagangan -.210 .023 -.642 -9.284 .000 .923 1.083 Ln_Varian_Return .010 .055 .013 .184 .855 .847 1.180 a. Dependent Variable: Ln_Bid_Ask_Spread Model Summary b Model R R Square Adjusted R Square Std. Error of the Estimate Durbin-Watson 1 .730 a .533 .519 .65799 1.943 a. Predictors: Constant, Ln_Varian_Return, Ln_Volume_Perdagangan, Ln_Harga_Saham b. Dependent Variable: Ln_Bid_Ask_Spread Universitas Sumatera Utara

b. Analisis Regresi Linear Berganda Sesudah Stock Split

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