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...
محفوظ في:
المؤلف الرئيسي: | Ramdy, Zulmi |
---|---|
التنسيق: | أطروحة |
اللغة: | eng eng |
منشور في: |
2011
|
الموضوعات: | |
الوصول للمادة أونلاين: | https://etd.uum.edu.my/2871/1/Zulmi_Ramdy.pdf https://etd.uum.edu.my/2871/2/1.Zulmi_Ramdy.pdf |
الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
مواد مشابهة
-
Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
بواسطة: Falavarjani, Majid Fazeli
منشور في: (2010) -
Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
بواسطة: Monfared, Mahdi Mohammadzadeh
منشور في: (2011) -
The Relation between Average Stock Return to Earning
Ratio and Book to Market Ratio in FTSEBM
بواسطة: Al-Rawashdeh, Najed Massad Sulaiman
منشور في: (2009) -
MACD And Excess Returns: A Study Of Malaysian Stock Market
بواسطة: Hock, Goh Soon
منشور في: (2007) -
Determinants of Chinese Stock Market Returns
بواسطة: Wang, Fei
منشور في: (2012)