PENGUJIAN FAMA FRENCH THREE FACTOR MODEL PADA PERUSAHAAN DI INDONESIA YANG SAHAMNYA TERDAPAT DI LQ 45 TAHUN 2005 – 2009
| dc.contributor.author | Susanti, Neneng | |
| dc.date.accessioned | 2014-12-23T07:01:02Z | |
| dc.date.accessioned | 2019-10-21T12:28:36Z | |
| dc.date.available | 2014-12-23T07:01:02Z | |
| dc.date.available | 2019-10-21T12:28:36Z | |
| dc.date.issued | 2013-11-14 | |
| dc.description.abstract | This study empirically examined the Fama-French three factor model of stock returns for Indonesia over the period 2005-2009. We found evidence for pervasive market, size, and book-tomarket factors in Indonesia stock returns. We found that cross-sectional mean returns were explained by exposures to these three factors, and not by the market factor alone. The empirical result were reasonably consistent with Fama-French three factor model. | en_US |
| dc.identifier.isbn | 978-602-17225-1-0 | |
| dc.identifier.uri | http://repository.widyatama.ac.id/handle/123456789/4284 | |
| dc.publisher | Seminar Nasional, Fakultas Pendidikan Ekonomi dan Bisnis Universitas Pendidikan Indonesia | en_US |
| dc.relation.ispartofseries | ;KIN.CD.072 | |
| dc.subject | Fama-French three factor model | en_US |
| dc.subject | Capital Asset Pricing Model | en_US |
| dc.title | PENGUJIAN FAMA FRENCH THREE FACTOR MODEL PADA PERUSAHAAN DI INDONESIA YANG SAHAMNYA TERDAPAT DI LQ 45 TAHUN 2005 – 2009 | en_US |
| dc.type | Presentation | en_US |
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