FAMA-FRENCH THREE FACTOR MODEL PADA EXCESS RETURN SAHAM: PENGUJIAN PADA CAPIT…
Kehadiran pasar modal memiliki peran yang sangat penting dalam perekonomian dunia karena pasar modal menjalankan fungsi ekonomi dan keuangan. Salah satu instrument dalam pasar modal adalah saham. D…
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- Call Number
- 7106
IDIOSYNCRATIC RISK ON STOCK PERFORMANCE IN INDONESIA STOCK EXCHANGE
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…
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- Call Number
- 6028
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