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...

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Détails bibliographiques
Auteur principal:	Ramdy, Zulmi
Format:	Dissertation
Langue:	anglais anglais
Publié:	2011
Sujets:	HG Finance
Accès en ligne:	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

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