Matches in SemOpenAlex for { <https://semopenalex.org/work/W2771036355> ?p ?o ?g. }
Showing items 1 to 58 of
58
with 100 items per page.
- W2771036355 endingPage "186" @default.
- W2771036355 startingPage "163" @default.
- W2771036355 abstract "The objective of this research is to obtain empirical evidence of whether market beta has a significant influence on the expected return. This research examines 30 manufacturing companies listed in Jakarta Stock Exchange during 2001-2005 period. Data are mostly secondary data, obtained from Indonesian Capita! Market Directory and annual reports of the companies from 'Pusat Referensi Pasar Modal Indonesia' in Jakarta Stock Exchange. The statistical method used to test the hypothesis is multiple regression. The test of heteroskedasticity, multicolinearity and autocorrelation used in this research are entirely suitable and unbiased.The empirical result of this research indicates that market beta has a significant influence on the expected return, either individual equity or portfolio equity. This result supports the CAPM theory which shows a positive correlation between risk and expected return. However, this result contradicts the research's result of both Eugene F. Fama and Kenneth R. French which shows a negative correlation between risk and expected return. The result would be different if other independent variables such as size, earning price ratio (E/P), book leverage (A/BE), market leverage (A/ME), book to market equity (BE/ME) were being tested together. Beta market and BE/ME were the two variables that have a significant influence on the expected return.Keywords: beta market, beta portfolio, risk, expected return, CAPM, size, earning price ratio, book leverage, market leverage, book to market equity" @default.
- W2771036355 created "2017-12-04" @default.
- W2771036355 creator A5031663978 @default.
- W2771036355 date "2007-08-24" @default.
- W2771036355 modified "2023-09-23" @default.
- W2771036355 title "PENGARUH BETA SAHAM TERHADAP EXPECTED RETURN DENGAN MODEL CAPITAL ASSET PRICING PADA PERUSAHAAN PUBLIK DI BURSA EFEK JAKARTA" @default.
- W2771036355 doi "https://doi.org/10.25105/mraai.v7i2.766" @default.
- W2771036355 hasPublicationYear "2007" @default.
- W2771036355 type Work @default.
- W2771036355 sameAs 2771036355 @default.
- W2771036355 citedByCount "0" @default.
- W2771036355 crossrefType "journal-article" @default.
- W2771036355 hasAuthorship W2771036355A5031663978 @default.
- W2771036355 hasBestOaLocation W27710363551 @default.
- W2771036355 hasConcept C10138342 @default.
- W2771036355 hasConcept C106159729 @default.
- W2771036355 hasConcept C144133560 @default.
- W2771036355 hasConcept C149782125 @default.
- W2771036355 hasConcept C154611145 @default.
- W2771036355 hasConcept C162324750 @default.
- W2771036355 hasConcept C181236170 @default.
- W2771036355 hasConcept C200870193 @default.
- W2771036355 hasConcept C2777302077 @default.
- W2771036355 hasConcept C2780821815 @default.
- W2771036355 hasConcept C73858035 @default.
- W2771036355 hasConceptScore W2771036355C10138342 @default.
- W2771036355 hasConceptScore W2771036355C106159729 @default.
- W2771036355 hasConceptScore W2771036355C144133560 @default.
- W2771036355 hasConceptScore W2771036355C149782125 @default.
- W2771036355 hasConceptScore W2771036355C154611145 @default.
- W2771036355 hasConceptScore W2771036355C162324750 @default.
- W2771036355 hasConceptScore W2771036355C181236170 @default.
- W2771036355 hasConceptScore W2771036355C200870193 @default.
- W2771036355 hasConceptScore W2771036355C2777302077 @default.
- W2771036355 hasConceptScore W2771036355C2780821815 @default.
- W2771036355 hasConceptScore W2771036355C73858035 @default.
- W2771036355 hasIssue "2" @default.
- W2771036355 hasLocation W27710363551 @default.
- W2771036355 hasLocation W27710363552 @default.
- W2771036355 hasOpenAccess W2771036355 @default.
- W2771036355 hasPrimaryLocation W27710363551 @default.
- W2771036355 hasRelatedWork W1154430943 @default.
- W2771036355 hasRelatedWork W147291312 @default.
- W2771036355 hasRelatedWork W1523162942 @default.
- W2771036355 hasRelatedWork W1523949917 @default.
- W2771036355 hasRelatedWork W1996987792 @default.
- W2771036355 hasRelatedWork W3120409978 @default.
- W2771036355 hasRelatedWork W3122223072 @default.
- W2771036355 hasRelatedWork W3122825930 @default.
- W2771036355 hasRelatedWork W3124505286 @default.
- W2771036355 hasRelatedWork W4289175136 @default.
- W2771036355 hasVolume "7" @default.
- W2771036355 isParatext "false" @default.
- W2771036355 isRetracted "false" @default.
- W2771036355 magId "2771036355" @default.
- W2771036355 workType "article" @default.