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

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...

Saved in:

书目详细资料
主要作者:	Ramdy, Zulmi
格式:	Thesis
语言:	eng eng
出版:	2011
主题:	HG Finance
在线阅读:	https://etd.uum.edu.my/2871/1/Zulmi_Ramdy.pdf https://etd.uum.edu.my/2871/2/1.Zulmi_Ramdy.pdf
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
由: Falavarjani, Majid Fazeli
出版: (2010)

Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
由: Monfared, Mahdi Mohammadzadeh
出版: (2011)

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

MACD And Excess Returns: A Study Of Malaysian Stock Market
由: Hock, Goh Soon
出版: (2007)

Determinants of Chinese Stock Market Returns
由: Wang, Fei
出版: (2012)

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

Share price reaction to stock split and stock repurchase
由: Karoushi, Sayed Ali Barzin
出版: (2014)

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

Monitoring Mechanisms and Earnings Informativeness in the Saudi Stock Market
由: Alreyami, Saleh Ahmed Mohammed
出版: (2012)

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

Volume And Stock Returns In Bursa Malaysia
由: Yeen, Chue Wen
出版: (2009)

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

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

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

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

Determinants of insurance companies' stock return in GCC countries
由: Al-Shami, Hamdan Ahmed Ali
出版: (2013)

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

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

Debt Issuances, Capital Structure Changes and Stock Return Performance
由: Uddin, Md. Mohan
出版: (2012)

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

The effects of regulated short selling on stock returns of affected companies
由: Siti Munirah, Baharuddin
出版: (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
由: Leong, Chee Hoong
出版: (2011)

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

Predictable events and excess returns : the effect of fiscal earnings announcement on Tokyo Stock Prices /
由: Mori, Munenori
出版: (1992)

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

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

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

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

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

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

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

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

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

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

Analysts' Research Reports On Bursa Malaysia Website,Stock Liquidity And The Informativeness Of Stock Prices
由: Foo, Yee Boon
出版: (2011)

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

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

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

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

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

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group