PENGUJIAN FAMA-FRENCH THREE-FACTOR MODEL DI INDONESIA
This study empirically examined the Fama-French three factor model of stock returnsfor Indonesia over the period 2000-2004. We found evidence for pervasive market, size, andbook-to-market factors in Indonesian stock returns. We found that cross-sectional mean returnswere explained by exposures to th...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Universitas Merdeka Malang
2017-03-01
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Series: | Jurnal Keuangan dan Perbankan |
Subjects: | |
Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/929 |