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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| フォーマット: | 学位論文 |
| 言語: | 英語 英語 |
| 出版事項: |
2011
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| 主題: | |
| オンライン･アクセス: | https://etd.uum.edu.my/2871/1/Zulmi_Ramdy.pdf https://etd.uum.edu.my/2871/2/1.Zulmi_Ramdy.pdf |