What type of study is this?

This is a Quantitative Research study (also classified as: Causal Design, Multiple Linear Regression).

September 10, 2025Media Riset Akuntansi Auditing & InformasiOpen Access

The Effect of Trading Days and Systematic Risk on Stock Return Volatility: Study of Lq-45 Companies on the Indonesian Stock Exchange During the Covid-19 Pandemic

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Trading days and systematic risk significantly influence stock return volatility.
Multiple linear regression analysis shows a strong relationship with trading day anomalies.
Findings underscore the importance of understanding systematic risk for investment decisions.
Research emphasizes the need for tailored risk management strategies during volatile market conditions.

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Implication

Quantitative research reveals significant effects of trading days and systematic risk on stock return volatility in LQ-45 companies, implying essential risk management strategies.

Cite This Study

Hendayana et al. (2025) studied this question.

synapsesocial.com/papers/68c198cd9b7b07f3a061ad68 https://doi.org/10.25105/v25i1.20642

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Implication

Quantitative research reveals significant effects of trading days and systematic risk on stock return volatility in LQ-45 companies, implying essential risk management strategies.

The Effect of Trading Days and Systematic Risk on Stock Return Volatility: Study of Lq-45 Companies on the Indonesian Stock Exchange During the Covid-19 Pandemic

Key Points

Discussion

Implication

Cite This Study

The Effect of Trading Days and Systematic Risk on Stock Return Volatility: Study of Lq-45 Companies on the Indonesian Stock Exchange During the Covid-19 Pandemic

Key Points

Discussion

Implication

Cite This Study

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