首页    期刊浏览 2024年11月27日 星期三
登录注册

文章基本信息

  • 标题:Rating of LQ-45 stock index performance credibility in Indonesia Stock Exchange
  • 本地全文:下载
  • 作者:Tona Aurora Lubis ; Ade Octavia ; Widyanti Fitri
  • 期刊名称:Jurnal Perspektif Pembiayaan dan Pembangunan Daerah
  • 印刷版ISSN:2338-4603
  • 电子版ISSN:2335-8520
  • 出版年度:2019
  • 卷号:6
  • 期号:5
  • 页码:595-602
  • DOI:10.22437/ppd.v6i5.6707
  • 语种:Indonesian
  • 出版社:Program Magister Ilmu Ekonomi Fakultas Ekonomi dan Bisnis Universitas Jambi
  • 摘要:This study aims to analyze stock performance credibility using the Capital Asset Pricing Model (CAPM) method, the Arbitrage Pricing Theory (APT) method, the Fama-French Three-Factor Model (FFTFM), and the 2013-2017 LQ-45 Stock Performance rating. The technique used for sampling is purposive sampling. The samples in this study are 23 companies. The results show that the CAPM model is more accurate in stock credibility assessment than the APT model and the FFTFM.
国家哲学社会科学文献中心版权所有