Investigating the performance of asset pricing models in different economic and interest rate using individual dan portfolio stock return
This study is aimed at testing the performance of asset pricing models, including the Capital Asset Pricing Model (CAPM) and the Fama French Three- Factors (FF3F model), while economic condition and interest rate is changing by using individual and portfolio stock�s return in Indonesia capital mar...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/118364/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=58311 |
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| Institution: | Universitas Gadjah Mada |