Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions
Author(s): Ferikawita M. Sembiring
Affiliation: Jenderal Achmad Yani University, Bandung Indonesia
Keywords: Fama and French Model; Five-factor Model; Market Overreaction; Three-factor Model; Portfolio.
Received: September 5, 2018 |
Accepted: December 11, 2018
Type of Paper: Empirical | Vol. 3(4) Page: 77–83
Single Beta and Dual Beta Models: A Testing of CAPM on Condition of Market Overreactions
Author(s): Ferikawita M. Sembiring , Sulaeman Rahman, Nury Effendi and Rachmat Sudarsono
Affiliation: Jenderal Achmad Yani University, Padjadjaran University, Indonesia.
Keywords: Conditional CAPM, Dual Beta, Loser Portfolio, Winner Portfolio.
Received: January 13, 2017 |
Accepted: June 21, 2017
Type of Paper: Empirical | Vol. 2(3) Page: 1-7