Penilaian returns investasi saham dengan Augmented Three Factor model pada kondisi political uncertainty di Indonesia

Penilaian returns investasi saham dengan Augmented Three Factor model pada kondisi political uncertainty di Indonesia

This study aims to analyze the market factor portfolio beta, small minus big portfolio beta, high minus low portfolio beta, market volatility beta portfolio effect on investment returns with the Fama and French augmented three factor model in the manufacturing industry under conditions of political...

Full description

Bibliographic Details
Main Authors: Rika Rahayu, Mar'atus Zahro
Format: Article
Language:English
Published: Universitas Kanjuruhan Malang 2022-03-01
Series:Jurnal Ekonomi Modernisasi
Subjects:
small minus big
high minus low
market factor
market volatility
Online Access:https://ejournal.unikama.ac.id/index.php/JEKO/article/view/6601

Internet

https://ejournal.unikama.ac.id/index.php/JEKO/article/view/6601

Similar Items