Analisis pengaruh ukuran perusahaan book to market ratio dan asset growth terhadap stock returns di Indonesia pada periode 2008-2012 = Analysis effect of firm size book to market ratio and asset growth towards stock returns in Indonesia for period 2008-2012
Cindy Aprilia Hiemawan;
Eko Rizkianto, supervisor; Eka Pria Anas, examiner
(Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014)
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[ABSTRAK Penelitian ini bertujuan untuk menguji return saham, dengan menggunakan FamaFrench Three Factor Model yang ditambahkan dengan variabel pertumbuhan totalaset. Penelitian ini menggunakan regresi linier berganda pada 48 sampel saham diBursa Efek Indonesia. Diperoleh bahwa penambahan variabel pertumbuhan totalaset pada Fama French Three Factor Model membuat model memiliki kekuatanlebih baik dalam menjabarkan return saham, serta membuat seluruh variabelindependen lainnya berpengaruh signifikan terhadap return saham. ABSTRACT This study aims to test stock returns by using Fama French Three Factor ModelAugmented Asset Growth. This study is using multiple linear regressions on 48samples of stocks in Indonesia Stock Exchange. From the results, we canconclude that Fama French Three Factor Model Augmented Asset Growth hasmore power to explain stock returns compared to Fama French Three FactorModel. Moreover, asset growth?s contribution to Fama French Three FactorModel causes all independent variables significantly affects the stock returns.;This study aims to test stock returns by using Fama French Three Factor ModelAugmented Asset Growth. This study is using multiple linear regressions on 48samples of stocks in Indonesia Stock Exchange. From the results, we canconclude that Fama French Three Factor Model Augmented Asset Growth hasmore power to explain stock returns compared to Fama French Three FactorModel. Moreover, asset growth?s contribution to Fama French Three FactorModel causes all independent variables significantly affects the stock returns., This study aims to test stock returns by using Fama French Three Factor ModelAugmented Asset Growth. This study is using multiple linear regressions on 48samples of stocks in Indonesia Stock Exchange. From the results, we canconclude that Fama French Three Factor Model Augmented Asset Growth hasmore power to explain stock returns compared to Fama French Three FactorModel. Moreover, asset growth?s contribution to Fama French Three FactorModel causes all independent variables significantly affects the stock returns.] |
 T-Cindy Aprilia Hiemawan.pdf :: Unduh
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| No. Panggil : | T-Pdf |
| Entri utama-Nama orang : | |
| Entri tambahan-Nama orang : | |
| Entri tambahan-Nama badan : | |
| Subjek : | |
| Penerbitan : | Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014 |
| Program Studi : |
| Bahasa : | ind |
| Sumber Pengatalogan : | LibUI ind rda |
| Tipe Konten : | text |
| Tipe Media : | computer |
| Tipe Carrier : | online resource |
| Deskripsi Fisik : | xv, 73 pages : illustration ; 28 cm + appendix |
| Naskah Ringkas : | |
| Lembaga Pemilik : | Universitas Indonesia |
| Lokasi : | Perpustakaan UI |
| No. Panggil | No. Barkod | Ketersediaan |
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| T-Pdf | 15-17-454643955 | TERSEDIA |
| Ulasan: |
| Tidak ada ulasan pada koleksi ini: 20390137 |
