The Effect Of Trade Volume And Interest Rate On Volatility Of Stock Price

ABSTRACT: Research in the field of finance has been carried out intended to examine the effect of stock trading volumes, interest rates on stock price volatility and to determine differences in test results in two different types of markets namely developing and advanced types of markets. The location of the study was conducted on the IDX which is a stock market in developing countries and LSE which is a stock market in developed countries. This research was conducted during the period 2014 to 2019. The analysis technique used in this study was multiple linear regression. The results showed different things in the two markets. Trading volume and interest rates have a significant positive effect on stock price volatility on the London Stock Exchange, while variable trading volume and interest rates do not affect stock price volatility on the Indonesia Stock Exchange