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All Journal Jurnal Bisnis dan Manajemen JURNAL MANAJEMEN (EDISI ELEKTRONIK) Glosains: Jurnal Sains Global Indonesia
Sulaeman Rahman Nidar
Universitas Padjadjaran
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Social Sciences

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Journal : JURNAL MANAJEMEN (EDISI ELEKTRONIK)

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Pengujian Fama & French Three Factor terhadap Return Saham Perusahaan Jasa yang Terdaftar di Indeks IDX80 Saat Pandemi Covid-19 Sheilla Putri Agustin; Sulaeman Rahman Nidar; Meinanda Kurniawan
Jurnal Manajemen (Edisi Elektronik) Vol 13, No 2 (2022): Jurnal Manajemen (Edisi Elektronik)
Publisher : Universitas Ibn Khaldun Bogor

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32832/jm-uika.v13i2.6723

Abstract

This study shows the Fama & French Three Factors of weekly stock returns during the pandemic. Of the three variables, only the market variable has a significant effect on returns and has the strongest influence. Meanwhile, the variable size, book to market and the number of Covid-19 cases are not significant to the return. Simultaneously, market variables, size, book to market and the number of Covid-19 cases together or simultaneously have an influence on returns. The magnitude of the simultaneous influence of these variables is 31.02%.
Co-Authors Ira Aprilianti Kurniawan Saefullah Layyinaturrobaniyah Layyinaturrobaniyah Meinanda Kurniawan Mokhamad Anwar Ratna Komara Rizki Agung Ponco Utomo Sheilla Putri Agustin