Testing The Indonesian Stock Market Arbitrage Pricing Model
This research aims to explain the return and risk premium using an APT model from the Indonesian stock market. The study uses a two-stage regression model. This study uses a sample of stocks included in the Kompas100 index. The stocks included in Kompas100 represent the market capitalization value f...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Tarumanagara
2023-02-01
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| Series: | Jurnal Manajemen |
| Subjects: | |
| Online Access: | https://ecojoin.org/index.php/EJM/article/view/950 |