THE RISK OF BEING UNSYSTEMATIC AND STOCK RETURNS: THE EMPIRICAL TEST ON CAPITAL VALIDITY OF CAPITAL ASSET PRICING MODEL
The objective of this research is to analyze the effect of idiosyncratic risk to stock return on Indonesia Stock Exchange. To test these variables, the study applied two pass regression with time series data of stock return LQ45 and stock price index from January 2014 - December 2014. The estimation...
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| Format: | Article |
| Language: | English |
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Department of Management, Faculty of Economics and Business, Universitas Surabaya
2014-09-01
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| Series: | Manajemen dan Bisnis |
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| Online Access: | https://www.journalmabis.org/mabis/article/view/242 |