Ditemukan 1 dokumen yang sesuai dengan query
Kim-Sin Teh, author
ABSTRAK
The study analyzes the beta-return characteristic, considering the asymmetric beta behavior in the up market versus the down market for the Bursa Malaysia (BM). This study uses a sample period from 2001-2015 with two dual-beta models, the capital asset pricing model (CAPM), and the Fama-French, three-factor (FF3F) model, to examine...
Depok: FEUI - Management Research Center (MRC), 2017
330 ICMR 9:1 (2017)
Artikel Jurnal Universitas Indonesia Library
