Pengaruh Informasi Arus Kas terhadap Volume Perdagangan Sahara dan Return Saham pada Perusahaan LQ 45 yang Listing di BEI Tahun 2007-2009

Investors need of information accurate, timely and complete. Such information is one of them is cash flow statement information that can add preferences of investors about the risks and the expected return of investors. Information released will have meaning if it causes investors to do transactions in the capital market, which will be reflected through changes in stock trading volume and stock returns. This study is a kind of explanatory research by the independent variable cashflow information on the dependent variable are stock trading volume and stock returns. The population in this study were all LQ45 companies listed in Indonesia Stock Exchange (IDX) 2007-2009 by the number of 135 companies. Sampling is by using purposive sampling with total sample of 20 companies from a total population, the instrument of this study by using quantitative data, using regression analysis technique based on the canonical relation of independent variables on two dependent variable. From the research there are a positive influence cash flow information (X) on trading volume of shares (Yl) and stock return (Y2). This suggests that the changes in cash flow of information will lead to changes in slock trading volume and stock returns. The belter the cash flow of information will increase the volume of slock trading and slock returns. Keywords: cash flow, slock trading volume, slock of retur