Matches in SemOpenAlex for { <https://semopenalex.org/work/W3142509916> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W3142509916 abstract "Abstract: This study aims to determine the effect of the Fama-French Three Factor Model variable, which is excess return (market, size, and book to market equity) on excess return portfolio of shares in LQ-45 companies in the Indonesia Stock Exchange in January 2016 – December 2018. Data sources used in this research is the closing price of shares taken from the official website of the Indonesia Stock Exchange (www.idx.co.id) and the risk free rate per month is obtained from the website of Bank Indonesia (www.bi.go.id). The samples used in this study is32 companies using the purposive sampling method. The analytical method used is multiple linear regression. The results of this study indicate that all variables in the Fama-French Three Factor Model have a significant positive effect on the excess return of stock portfolios in LQ-45 companies on the Indonesia Stock Exchange. Keywords: Fama-French Three Factor Model, Excess Return, Market Risk, Size, Book to Market Equity" @default.
- W3142509916 created "2021-04-13" @default.
- W3142509916 creator A5016719798 @default.
- W3142509916 creator A5072544734 @default.
- W3142509916 creator A5082677299 @default.
- W3142509916 date "2020-05-01" @default.
- W3142509916 modified "2023-09-27" @default.
- W3142509916 title "Fama-French Three Factor Model: A Study on LQ 45 Companies In Indonesia Stock Exchange" @default.
- W3142509916 cites W2113305199 @default.
- W3142509916 cites W2166215547 @default.
- W3142509916 cites W3113154991 @default.
- W3142509916 hasPublicationYear "2020" @default.
- W3142509916 type Work @default.
- W3142509916 sameAs 3142509916 @default.
- W3142509916 citedByCount "0" @default.
- W3142509916 crossrefType "journal-article" @default.
- W3142509916 hasAuthorship W3142509916A5016719798 @default.
- W3142509916 hasAuthorship W3142509916A5072544734 @default.
- W3142509916 hasAuthorship W3142509916A5082677299 @default.
- W3142509916 hasConcept C10138342 @default.
- W3142509916 hasConcept C106159729 @default.
- W3142509916 hasConcept C127413603 @default.
- W3142509916 hasConcept C144133560 @default.
- W3142509916 hasConcept C149782125 @default.
- W3142509916 hasConcept C151730666 @default.
- W3142509916 hasConcept C162324750 @default.
- W3142509916 hasConcept C17744445 @default.
- W3142509916 hasConcept C181236170 @default.
- W3142509916 hasConcept C199539241 @default.
- W3142509916 hasConcept C199728807 @default.
- W3142509916 hasConcept C200870193 @default.
- W3142509916 hasConcept C204036174 @default.
- W3142509916 hasConcept C2779343474 @default.
- W3142509916 hasConcept C2780821815 @default.
- W3142509916 hasConcept C2991665230 @default.
- W3142509916 hasConcept C78519656 @default.
- W3142509916 hasConcept C86803240 @default.
- W3142509916 hasConceptScore W3142509916C10138342 @default.
- W3142509916 hasConceptScore W3142509916C106159729 @default.
- W3142509916 hasConceptScore W3142509916C127413603 @default.
- W3142509916 hasConceptScore W3142509916C144133560 @default.
- W3142509916 hasConceptScore W3142509916C149782125 @default.
- W3142509916 hasConceptScore W3142509916C151730666 @default.
- W3142509916 hasConceptScore W3142509916C162324750 @default.
- W3142509916 hasConceptScore W3142509916C17744445 @default.
- W3142509916 hasConceptScore W3142509916C181236170 @default.
- W3142509916 hasConceptScore W3142509916C199539241 @default.
- W3142509916 hasConceptScore W3142509916C199728807 @default.
- W3142509916 hasConceptScore W3142509916C200870193 @default.
- W3142509916 hasConceptScore W3142509916C204036174 @default.
- W3142509916 hasConceptScore W3142509916C2779343474 @default.
- W3142509916 hasConceptScore W3142509916C2780821815 @default.
- W3142509916 hasConceptScore W3142509916C2991665230 @default.
- W3142509916 hasConceptScore W3142509916C78519656 @default.
- W3142509916 hasConceptScore W3142509916C86803240 @default.
- W3142509916 hasLocation W31425099161 @default.
- W3142509916 hasOpenAccess W3142509916 @default.
- W3142509916 hasPrimaryLocation W31425099161 @default.
- W3142509916 hasRelatedWork W2279556729 @default.
- W3142509916 hasRelatedWork W2290239199 @default.
- W3142509916 hasRelatedWork W2474082824 @default.
- W3142509916 hasRelatedWork W2619497950 @default.
- W3142509916 hasRelatedWork W2725423529 @default.
- W3142509916 hasRelatedWork W2766885420 @default.
- W3142509916 hasRelatedWork W2797902492 @default.
- W3142509916 hasRelatedWork W2904023780 @default.
- W3142509916 hasRelatedWork W2980757955 @default.
- W3142509916 hasRelatedWork W2990034425 @default.
- W3142509916 hasRelatedWork W3008119193 @default.
- W3142509916 hasRelatedWork W3011921522 @default.
- W3142509916 hasRelatedWork W3012328334 @default.
- W3142509916 hasRelatedWork W3042553489 @default.
- W3142509916 hasRelatedWork W3100922430 @default.
- W3142509916 hasRelatedWork W3119313775 @default.
- W3142509916 hasRelatedWork W3158240861 @default.
- W3142509916 hasRelatedWork W3180325453 @default.
- W3142509916 hasRelatedWork W3194030510 @default.
- W3142509916 hasRelatedWork W2625447430 @default.
- W3142509916 isParatext "false" @default.
- W3142509916 isRetracted "false" @default.
- W3142509916 magId "3142509916" @default.
- W3142509916 workType "article" @default.