PENGUJIAN VALIDITAS MODEL CAPM BETA, MODEL TIGA FAKTOR FAMA � FRENCH, DAN MODEL EMPAT FAKTOR CARHART PADA PASAR MODAL INDONESIA
This research aims to test the validity of CAPM beta model, Fama � French�s three-factor model, and Carhart�s four-factor model to explain the relation between risk and return in the Indonesian stock market. CAPM beta model proxied by measuring the influence of beta to stock returns. Fama �...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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