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Basically the most interesting aspect for investors is liquid stocks where the level of liquidity of a stock is driven by transactions carried out on the stock so the more often a stock is traded shows a high level of mobility and the easier the stock is traded. This study aims to examine the effect of firm Size, book value on stock liquidity. The population in this study are companies listed on the Indonesia Stock Exchange (IDX) for the period 2013-2017. The sampling technique uses a purposive sampling method and based on predetermined criteria a sample of 99 companies has been obtained. Financial report data is obtained from the official IDX website. The analytical method used is panel data regression analysis with the help of application E-Views 8. The initial test done is to test the Chow-Test to decide whether the method of Pooled least square or Fixed effect is used; and Haussman-test testing to decide whether the fixed effect method or random effect can be used. The results of this observation state that firm size does not have a significant effect on stock liquidity, while book value has a significant effect on stock liquidity
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