Muhammad, Habib Nur Shiddiq and Hasnawati, Sri and Fiska, Huzaimah (2020) Form Penilaian Reviewer: Fama French Three Factor Model: A Study on LQ 45 Companies in IDX. IOSR-JEF, International.

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Abstract

Form Penilaian Reviewer; This study aims to determine the effect of the Fama-French Three Factor Model variable, which is excess return (market, size, and book to market equity) on excess return portfolio of shares in LQ-45 companies in the Indonesia Stock Exchange in January 2016 – December 2018. Data sources used in this research is the closing price of shares taken from the official website of the Indonesia Stock Exchange (www.idx.co.id) and the risk free rate per month is obtained from the website of Bank Indonesia (www.bi.go.id). The samples used in this study is32 companies using the purposive sampling method. The analytical method used is multiple linear regression. The results of this study indicate that all variables in the Fama-French Three Factor Model have a significant positive effect on the excess return of stock portfolios in LQ-45 companies on the Indonesia Stock Exchange.

Item Type: Other
Subjects: H Social Sciences > HG Finance
Divisions: Fakultas Ekonomi dan Bisnis (FEB) > Prodi Manajemen
Depositing User: Dr Sri Hasnawati
Date Deposited: 22 Nov 2020 11:50
Last Modified: 22 Nov 2020 11:50
URI: http://repository.lppm.unila.ac.id/id/eprint/26590

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