Article Per Year (5 Year)
p-Index From 2019 - 2024
0.23
P-Index
This Author published in this journals
All Journal Jambura Science of Management
Delvira Mahmud
Unknown Affiliation
Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Testing the Four Factors of the Carhart Model Against Excess Return of Shares in Companies Registered in the Kompas 100 Index for the 2014-2016 Period Delvira Mahmud
Jambura Science of Management Vol 1, No 1 (2019): Jambura Science of Management - January 2019
Publisher : Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (265.047 KB) | DOI: 10.37479/jsm.v1i1.1983

Abstract

The researcher intends to test the four carhart factor model of stock excess return in companies incorporated in Kompas 100 for the 2014-2016 period. Regression analysis was performed on four carhart factor models, namely market returns, firm size, book to market, and momentum towards excess return. The results of this study indicate that in the partial hypothesis testing market return, firm size, and book to market equty variables significantly influence the excess return, while the momentum variable does not significantly influence the magnitude of excess return.Keywords: Four factors, market returns, firm size, book to market equity, momentum, excess stock returns
Co-Authors