UJI EMPIRIS MODEL ASSET PRICING LIMA FAKTOR FAMA-FRENCH DI INDONESIA
<p><em>The main purpose of this study is to evaluate and compare the performances of the Fama-French three- (FF3) and five-factor (FF5) models in the Indonesia stock market. This study also examines whether book-to-market factor (HML) is redundant in explaining the portfolio excess retur...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Merdeka Malang
2016-10-01
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| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/287 |