How does the six-factor model do in explaining the relationship between return and risk on the Indonesia stock exchange?
This study aims to determine the effect of six-factor (market return, firm size, value, profitability, investment, human capital) on excess return in companies with shares listed in LQ45 for the 2015-2019 period. The population of this study consists of 45 LQ45 companies listed on the Indonesia Stoc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ümit Hacıoğlu
2020-12-01
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| Series: | International Journal of Research In Business and Social Science |
| Subjects: | |
| Online Access: | http://ssbfnet.com/ojs/index.php/ijrbs/article/view/930 |