Skripsi ini membahas mengenai penggunaan model Fama and French
Three Factor Model dalam menjelaskan returns saham-saham di Indonesia pada
sektor infrastruktur, utilitas, transportasi, perdagangan dan jasa dengan variabel
independen yaitu market premium, size, dan book to market ratio. Hasilnya
membuktikan bahwa market premium dan size secara parsial berpengaruh
signifikan terhadap returns saham di Indonesia pada sektor infrastruktur, utilitas,
transportasi, perdagangan dan jasa, sedangkan book to market ratio secara parsial
tidak berpengaruh signifikan terhadap returns saham pada sektor ini. Tetapi secara
simultan market premium, size dan book to market ratio berpengaruh signifikan
terhadap returns saham di Indonesia pada sektor infrastruktur, utilitas, transportasi,
perdagangan dan jasa. Hal ini berarti bahwa Fama and French Three Factor
Model juga dapat digunakan di Indonesia.
Author
• (32402100) RICHARD PRAMONO WIBOWO
Contributor
• (98-044) Adwin Surja Atmadja
• (98-007) Yulius Jogi Christiawan
Publisher
Universitas Kristen Petra
Year : 2006
Subject
1. INVESTMENT
2. VALUATION
Keyword
returns, market premium, size, market ratio
Category
s1 - Skripsi/Undergraduate Thesis (Program Studi Akuntansi)
Language
Indonesian
Rights
Skripsi No. 04010675/AKT/2006; Richard Pramono Wibowo Adityavarna (32402100)
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
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