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

• Κύριοι συγγραφείς: Sunarsih, Sunarsih, Sholihati, Aziza Musyrifa
• Μορφή: UMS Journal (OJS)
• Γλώσσα: eng
• Έκδοση: Universitas Muhammadiyah Surakarta 2023
• Θέματα: risk premium; firm size; return; profitability; investment
• Διαθέσιμο Online: https://journals2.ums.ac.id/index.php/benefit/article/view/1363

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...