Bisma: Jurnal Bisnis dan Manajemen
Vol 13 No 3 (2019)

PENGUJIAN FAMA & FRENCH FIVE-FACTORS ASSET PRICING MODEL PADA INDEKS LQ 45 PERIODE 2014-2018

Putra, Ivan Gumilar Sambas (Unknown)
Susanti, Neneng (Unknown)
Putra, Okta Eka (Unknown)

Article Info

Publish Date
30 Nov 2019

Abstract

This study aims to determine whether the Fama & French Five-Factors Asset Pricing Model can explain the excess return expected by investors. The population used is the LQ 45 index with large capitalization and liquid. Based on the sample in this study was used by 25 companies. The sampling technique used was purposive sampling and the analysis technique used was multiple regression analysis. The results show that the variables in the Fama & French Five-Factors Asset Pricing Model have a significant effect on the excess return, which is 65.7%. Partial testing results also show that all variables in this study have a significant effect on excess return. This means that the Fama & French Five-Factors Asset Pricing Model in this study period can explain the expected rate of return of shares by investors.

Copyrights © 2019




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Bisma: Jurnal Bisnis dan Manajemen
Website

Abbrev

BISMA

Publisher

Universitas Jember

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Other

Description

Bisma terbit secara berkala pada bulan Januari, Mei dan September dengan ISSN 1978-3108 (print), bertujuan untuk menyebarluaskan artikel hasil riset, hasil pemikiran (telaah analitis-kritis) dan artikel ulasan atas artikel yang pernah dipublikasikan dalam bidang bisnis dan manajemen. Bisma menerima ...