Penelitian ini merupakan penelitian untuk menjelaskan pengaruh
daripada Market premium, size, dan book to market ratio terhadap returns saham-saham
di Indonesia, baik secara parsial maupun simultan. Penelitian ini
menggunakan model Fama and French Three Factor Model.
Penelitian ini membuktikan bahwa Market premium, dan size mempunyai
pengaruh signifikan terhadap returns saham sektor aneka industri dan industri
barang konsumsi di Indonesia. Hasil penelitian juga membuktikan bahwa faktor
book to market ratio secara parsial tidak memiliki pengaruh signifikan terhadap
returns saham. Jadi, berdasar pada hasil penelitian ini, Three Factor Model tidak
sepenuhnya dapat diterapkan di Indonesia.
Author
• (32402038) ALEX WIJANARKO
Contributor
• (98-007) Yulius Jogi Christiawan
• (98-044) Adwin Surja Atmadja
Publisher
Universitas Kristen Petra
Year : 2007
Subject
1. INVESTMENTS ANALYSIS
Keyword
returns, risk, fama and french three factor model, market premium, size, book to market ratio
Category
s1 - Skripsi/Undergraduate Thesis (Program Studi Akuntansi)
Language
Indonesian
Rights
Skripsi No. 04010706/AKT/2007; Alex Wijanarko (32402038)
The resource(s) is/are owned by the Creator/Contributor.Reproduction & distribution for non-commercial purposes is permitted provided that the credit for the Creator/Contributor and the source are explicitly stated,and no alteration are made
jiunkpe-ns-s1-2007-32402038-5617-market_premium-cover.pdf (368.36 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-abstract_toc.pdf (80.44 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-chapter1.pdf (76.95 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-chapter2.pdf (192.05 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-chapter3.pdf (148.57 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-chapter4.pdf (133.92 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-conclusion.pdf (73.42 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-references.pdf (73.15 kB) - [permalink] jiunkpe-ns-s1-2007-32402038-5617-market_premium-appendices.pdf (296.5 kB) - [permalink]