Matches in SemOpenAlex for { <https://semopenalex.org/work/W2914749114> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W2914749114 abstract "The objective of this research is to analyze the effect of idiosyncratic risk to stock return on Indonesia Stock Exchange. To test these variables, the study applied two pass regression with time series data of stock return LQ45 and stock price index from January 2014 - December 2014. The estimation method used in the first pass regression was selected by characteristics of the return data, that is EGARCH (1,1) method for heterokedasticity data and Ordinary Least Squares for constant variance data. Specifications on the second pass regression models using cross section data, that is month by month cross sectional regression of 30 stock portfolios, which aim to identify unsystematic risk role in explaining the behavior of the return from stock portfolio. The findings of this study indicate that unsystematic risk has insignificant effect on stock return. These findings support the statement postulated in Capital Asset Pricing Model (CAPM), that the only relevant risk in explaining the return of stock only systematic risk, so there is no statistical evidence is strong enough to declare that the unsystematic risk can play a role in explaining the movement of stock return." @default.
- W2914749114 created "2019-02-21" @default.
- W2914749114 creator A5000373950 @default.
- W2914749114 date "2014-09-01" @default.
- W2914749114 modified "2023-09-26" @default.
- W2914749114 title "THE RISK OF BEING UNSYSTEMATIC AND STOCK RETURNS: THE EMPIRICAL TEST ON CAPITAL VALIDITY OF CAPITAL ASSET PRICING MODEL" @default.
- W2914749114 cites W1517358819 @default.
- W2914749114 cites W1979575715 @default.
- W2914749114 cites W1998968611 @default.
- W2914749114 cites W1999918735 @default.
- W2914749114 cites W2029056003 @default.
- W2914749114 cites W2081725891 @default.
- W2914749114 cites W2083148578 @default.
- W2914749114 cites W2096226179 @default.
- W2914749114 cites W2113208252 @default.
- W2914749114 cites W2113305199 @default.
- W2914749114 cites W2173211342 @default.
- W2914749114 cites W2614738029 @default.
- W2914749114 cites W2913835640 @default.
- W2914749114 cites W3122244915 @default.
- W2914749114 cites W3156743339 @default.
- W2914749114 doi "https://doi.org/10.24123/jmb.v13i2.242" @default.
- W2914749114 hasPublicationYear "2014" @default.
- W2914749114 type Work @default.
- W2914749114 sameAs 2914749114 @default.
- W2914749114 citedByCount "0" @default.
- W2914749114 crossrefType "journal-article" @default.
- W2914749114 hasAuthorship W2914749114A5000373950 @default.
- W2914749114 hasBestOaLocation W29147491141 @default.
- W2914749114 hasConcept C10138342 @default.
- W2914749114 hasConcept C106159729 @default.
- W2914749114 hasConcept C127413603 @default.
- W2914749114 hasConcept C149782125 @default.
- W2914749114 hasConcept C162118730 @default.
- W2914749114 hasConcept C162324750 @default.
- W2914749114 hasConcept C181236170 @default.
- W2914749114 hasConcept C200870193 @default.
- W2914749114 hasConcept C204036174 @default.
- W2914749114 hasConcept C2780821815 @default.
- W2914749114 hasConcept C78519656 @default.
- W2914749114 hasConcept C80212096 @default.
- W2914749114 hasConcept C99656134 @default.
- W2914749114 hasConceptScore W2914749114C10138342 @default.
- W2914749114 hasConceptScore W2914749114C106159729 @default.
- W2914749114 hasConceptScore W2914749114C127413603 @default.
- W2914749114 hasConceptScore W2914749114C149782125 @default.
- W2914749114 hasConceptScore W2914749114C162118730 @default.
- W2914749114 hasConceptScore W2914749114C162324750 @default.
- W2914749114 hasConceptScore W2914749114C181236170 @default.
- W2914749114 hasConceptScore W2914749114C200870193 @default.
- W2914749114 hasConceptScore W2914749114C204036174 @default.
- W2914749114 hasConceptScore W2914749114C2780821815 @default.
- W2914749114 hasConceptScore W2914749114C78519656 @default.
- W2914749114 hasConceptScore W2914749114C80212096 @default.
- W2914749114 hasConceptScore W2914749114C99656134 @default.
- W2914749114 hasLocation W29147491141 @default.
- W2914749114 hasOpenAccess W2914749114 @default.
- W2914749114 hasPrimaryLocation W29147491141 @default.
- W2914749114 hasRelatedWork W15748689 @default.
- W2914749114 hasRelatedWork W1966470781 @default.
- W2914749114 hasRelatedWork W1985602408 @default.
- W2914749114 hasRelatedWork W1993824943 @default.
- W2914749114 hasRelatedWork W2015931746 @default.
- W2914749114 hasRelatedWork W2036251761 @default.
- W2914749114 hasRelatedWork W2082324495 @default.
- W2914749114 hasRelatedWork W2085508910 @default.
- W2914749114 hasRelatedWork W2105392966 @default.
- W2914749114 hasRelatedWork W2187605867 @default.
- W2914749114 hasRelatedWork W2232403848 @default.
- W2914749114 hasRelatedWork W2243880412 @default.
- W2914749114 hasRelatedWork W2249451652 @default.
- W2914749114 hasRelatedWork W2390614415 @default.
- W2914749114 hasRelatedWork W2540500003 @default.
- W2914749114 hasRelatedWork W3122824160 @default.
- W2914749114 hasRelatedWork W3141378981 @default.
- W2914749114 hasRelatedWork W3199032830 @default.
- W2914749114 hasRelatedWork W2253808920 @default.
- W2914749114 hasRelatedWork W3180164479 @default.
- W2914749114 isParatext "false" @default.
- W2914749114 isRetracted "false" @default.
- W2914749114 magId "2914749114" @default.
- W2914749114 workType "article" @default.