Pengaruh Analisis Size Effect, Value Effect, dan Model Multi Faktor Fama & French terhadap Return Saham di Bursa Efek Indonesia Periode Juli 2005 - Juni 2011

• المؤلفون الرئيسيون: , JULIA SRI ULINA, , Dr. Hardo Basuki, M.Soc.Sc.
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2013
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/119134/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59126

Fama and French (1992) found in their study that CAPM beta (market risk) is not the only factor explained the variation of stock return. Beside CAPM beta, firm size (market equity) and book to market equity have a significant power to explain the variation of stock return. Further, Fama and French (...