Testing Fama and French Three-Factor Model and Earnings-to-Price on Stock Excess Return

Bursa Efek Indonesia (BEI) is the centre of Indonesia equity market. This study empirically tests Fama and French three-factor model in Indonesia equity market characteristic which is influenced by Indonesia economic condition. Furthermore, new proposed model is also tested in this equity market whe...

Full description

Bibliographic Details
Main Author:	Ramdy, Zulmi
Format:	Dissertation
Language:	English English
Published:	2011
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/2871/1/Zulmi_Ramdy.pdf https://etd.uum.edu.my/2871/2/1.Zulmi_Ramdy.pdf https://etd.uum.edu.my/2871/
Abstract	Abstract here

Similar Items

The Relation between Average Stock Return to Earning Ratio and Book to Market Ratio in FTSEBM
by: Al-Rawashdeh, Najed Massad Sulaiman
Published: (2009)

The Co-Movement of the Malaysian Stock Return
by: Shanmugam, Nakesvari
Published: (2011)

Determinants of Chinese Stock Market Returns
by: Wang, Fei
Published: (2012)

Testing for cointegration with threshold effect between stock prices and exchange rate in Malaysia
by: Evoon, Vivienne Voon
Published: (2011)

Impact of Country-Level Institutional Quality, Sponsors Ownership and Price Mechanism on Ipo Initial Return in Pakistan Stock Exchange
by: Mehmood, Waqas
Published: (2022)

The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
by: Manggleshwary, Muniandy
Published: (2021)

Distress risk and stock returns : Malaysia evidence
by: Ahmad Harith Ashrofie, Hanafi
Published: (2023)

The Impact of Financial Distress Risk to Malaysian Stock Return
by: Muhammad Noor Darwis, Nordin
Published: (2011)

The Effects of Interest Rate and Exchange Rate on Stock Returns
by: Boo, Hooi Laing
Published: (2010)

Determinants of Malaysian stock returns in oil and gas industry
by: Nur Farhana, Abd Aziz
Published: (2016)

The Relationship Between Trading Volume and Stocks' Returns : Value Versus Growth Stocks in Malaysia
by: Kadour, Ahmad
Published: (2009)

The impact of the Shariah announcement on the stock prices
by: Siti Hajar, Osman
Published: (2024)

The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia
by: Leong, Tony
Published: (2015)

An investigation of intraday returns on the KLSE stocks / Wong Weng Yam
by: Wong, Weng Yam
Published: (1995)

The impact of economic shocks on stock return and trading volume relationship
by: Lee, Jih Shin
Published: (2018)

The effects of regulated short selling on stock returns of affected companies
by: Siti Munirah, Baharuddin
Published: (2017)

The Relationships Between Earnings Per Share(EPS), Book Value Per Share (BVPS) and Stock Prices Under Both Pre- and Post-FRS Reporting Regimes in Malaysia
by: Leong, Chee Hoong
Published: (2011)

Relationship between stock return and financial ratios: evidence from Malaysia
by: Ang, Hui Mei
Published: (2015)

Intraday return, volatility and optimal time to invest in Malaysia stock market
by: Lai, Poh Poh
Published: (2020)

The Determinants of the Variability of Stock Prices - Japanese Evidence
by: Tarazi, Ramzi E. N.
Published: (2011)

Investigation into the impact of governance quality on stock price momentum in international stock markets
by: Imran, Zulfiqar Ali
Published: (2020)

The Effects of Standardisation of Trading Board Lot And Bonus Issue On Stock Returns And Liquidity
by: Nor Elliany Hawa, Ibrahim
Published: (2023)

Acquisition probability, financing, duration, and stock return: the role of leverage deviation in Malaysia
by: Al-Sabri, Haithm Mohammed Hamood
Published: (2021)

Determinants of stock price volatility in Jordanian industrial firms
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)

Three essays on contrarian returns in Asian emergingmarkets / Ali Fayyaz Munir
by: Ali Fayyaz , Munir
Published: (2023)

The interdependence of Indonesia stock market against the price volatility of G-20 countries’ stock market
by: Akwan, Itmamul
Published: (2020)

Seasonality in stock returns : the Malaysian phenomenon from 1976 to 1996 : in comparison with selected international stock markets / Beh Teng Soon
by: Beh, Teng Soon
Published: (1997)

Bank stock returns and macroeconomic variables: Empirical evidence from selected ASEAN countries
by: Mohammed, Ahmed Jasim
Published: (2015)

The Impact Of Profitability Ratio Towards Stock Returns Of Consumer Products & Services Sector In Malaysia
by: Muhammad Zahid, Musa
Published: (2019)

The Effects of Interest Rate Changes on Stock Prices of Banks in China
by: Xu, Shijia
Published: (2011)

The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017)

Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)

The effect of investment regulatory changes on stock prices and trading volumes: Evidence from Iraq Stock Exchange
by: Mohammed, Mohammed Ahmed
Published: (2014)

The effects of institutional ownership, leverage and earnings per share on offer price: an empirical study of IPO in Malaysia
by: Zi, Ong Chui
Published: (2016)

Efficient market hypothesis and shari'ah compliances stock return behaviour in Indonesia and Malaysia markets
by: Helma, Malini
Published: (2015)

Effects of exchange rate volatility and interest rate variability on stock returns of commercial banks in Nigeria
by: Oboni, Onakpa Abel
Published: (2019)

Is Technical Analysis Profitable and Capable for Stock Price Prediction in Bursa Malaysia?
by: Lee, Kelvin Yong Ming
Published: (2016)

The Interrelationship between Exchange Rates and Stock Prices: Evidence from China
by: Biao, Liu Dong
Published: (2009)

Empirical study on the effect of financial performance on bank stock prices in Malaysia
by: Raisa, Carissa Aulia
Published: (2025)

Malaysia stock price reaction to company's name change: analysis and evidence
by: Lavenyaa, Tharmamurthy
Published: (2021)