AKSES: Jurnal Ekonomi dan Bisnis
Vol 5, No 9 (2010)

ANALISIS PENGARUH RETURN PASAR DAN BEBERAPA VARIABEL MAKRO EKONOMI TERHADAP RETURN SAHAM INDIVIDUAL DAN PORTOFOLIO (Perbandingan Model Pasar, Model Makro-Ekonomi dan Gabungannya)

- Hasan (Unknown)

Article Info

Publish Date
15 Apr 2010

Abstract

The controversy about superiority of market model or multi-factors model keeps as interesting research theme in finance. This paper try to analyse some return generating models using several individual stocks and a portfolio composed from six listed stocks in Jakarta Islamic Index. The result shows that market model outperforms multifactors or macro model. In other words, market is reliable enough in generating predicted return.Keywords : return, market model, multifactors model,

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Journal Info
AKSES: Jurnal Ekonomi dan Bisnis
Website

Abbrev

AKSES

Publisher

Universitas Wahid Hasyim Semarang

Subject

Economics, Econometrics & Finance

Description

AKSES: Jurnal Ekonomi dan Bisnis is a peer-reviewed journal which is published by Islamic Faculty Wahid Hasyim Semarang incorporate with the scholars association, is scientific journal in the field of economic studies published by Economic Faculty, Wahid Hasyim University, Semarang, Indonesia. It is ...