the Five-Factor Asset Pricing Model Fama and French dalam Memahami Excess Return Saham Syariah sebelum dan sesudah Diumumkan Covid-19 di Indonesia

Abstract: This study aims to examine and analyze the effect of the Five Factor Asset Pricing Model Fama and French (risk premium, size, book-to-market ratio, profitability, and investment) on the excess return of Islamic stocks in Indonesia, as well as to test whether there is a difference between e...

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Bibliographic Details
Main Authors: Sunarsih, Sunarsih, Sholihati, Aziza Musyrifa
Format: UMS Journal (OJS)
Language:eng
Published: Universitas Muhammadiyah Surakarta 2023
Subjects:
Online Access:https://journals2.ums.ac.id/index.php/benefit/article/view/1363
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