Indonesia Conference Directory

The main goal of a company-s management is to maximize its owner wealth. It can be achieved either through dividend shared or by improving the company-s stock price. Stock price growth or stock return is affected by company-s performance and market movement. This research is a quantitative research aimed to examine effect of stock liquidity to stock return. This research use polynomial quadratic regression analysis with the help of IBM SPSS 20 software. Research object is publiccompanies listed in Indonesia foreign Exchnge (IDX) in January and February of 2018. Stock liquidity is measured through share turnover ratio. The result shows that stock liquidity measured through share turnover ratio has significant effect to stock return with quadratic curve shape form.