Model Fama dan French sebagai Pembentukan Portfolio Saham di Indonesia
This study examines empirically the Fama and French three factor model of stock returns using Indonesian data over the period 2003-2006. Specifically, it examines the behavior of stock prices, in relation to size (market equity, ME) and book-to-market ratio. The major objective of this study is to p...
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| Format: | Article |
| Language: | English |
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Universitas Sebelas Maret
2017-02-01
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| Series: | Jurnal Akuntansi dan Bisnis |
| Online Access: | https://jab.fe.uns.ac.id/index.php/jab/article/view/85 |