ACCURACY LEVEL OF CAPM AND APT MODELS IN DETERMINING THE EXPECTED RETURN OF STOCK LISTED ON LQ45 INDEX

ACCURACY LEVEL OF CAPM AND APT MODELS IN DETERMINING THE EXPECTED RETURN OF STOCK LISTED ON LQ45 INDEX

This study determines the accuracy level of CAPM and APT in determining the expected return of LQ45 and comparing the expected return from CAPM and APT models. This study uses descriptive and comparative research approaches. The population is all stocks listed in the LQ45 index while the sampling me...

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Bibliographic Details
Main Authors: Irni Yunita, Tieka Tri Kartika Gustyana, Dwi Kurniawan
Format: Article
Language:English
Published: University of Brawijaya 2020-11-01
Series:Jurnal Aplikasi Manajemen
Subjects:
expected return
capital asset pricing model
arbitrage pricing theory
Online Access:https://jurnaljam.ub.ac.id/index.php/jam/article/view/1692

Internet

https://jurnaljam.ub.ac.id/index.php/jam/article/view/1692

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