Testing The Indonesian Stock Market Arbitrage Pricing Model

This research aims to explain the return and risk premium using an APT model from the Indonesian stock market. The study uses a two-stage regression model. This study uses a sample of stocks included in the Kompas100 index. The stocks included in Kompas100 represent the market capitalization value f...

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Huvudupphov:	Wawan Ichwanudin, Roni Kambara
Materialtyp:	Artigo
Språk:	Inglês
Utgiven:	Universitas Tarumanagara 2023-02-01
Serie:	Jurnal Manajemen
Ämnen:	macroeconomic pre-specified variabel; arbitrage pricing theory; two-stage regression model; risk premium.
Länkar:	https://ecojoin.org/index.php/EJM/article/view/950
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