Penelitian ini menguji kekuatan model Asset Pricing: Model Lima Faktor Fama-French dan Momentum, Model Lima Faktor Fama-French, dan Capital Asset Pricing Model serta untuk menjelaskan variabilitas …
In this paper we present on the relation between idiosyncratic risk and stock performance in Indonesia using Capital Asset Pricing Model and Fama French Three Factor Model. We use a unique data set…