JURNAL MANAJEMEN (EDISI ELEKTRONIK)
Vol 13, No 2 (2022): Jurnal Manajemen (Edisi Elektronik)

Pengujian Fama & French Three Factor terhadap Return Saham Perusahaan Jasa yang Terdaftar di Indeks IDX80 Saat Pandemi Covid-19

Sheilla Putri Agustin (Universitas Padjadjaran)
Sulaeman Rahman Nidar (Universitas Padjadjaran)
Meinanda Kurniawan (Universitas Padjadjaran)

Article Info

Publish Date
01 Jun 2022

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%.

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Journal Info
JURNAL MANAJEMEN (EDISI ELEKTRONIK)
Website

Abbrev

manajemen

Publisher

Universitas Ibn Khaldun Bogor

Subject

Decision Sciences, Operations Research & Management

Description

Jurnal Manajemen fokus pada penelitian dan artikel yang bertemakan manajemen dengan sub pembahasan: manajemen SDM, manajemen pemasaran, manajemen keuangan, manajemen syariah, manajemen rumah sakit dan manajemen bisnis serta manajemen strategik ...