Journal of Finance and Banking Review
Vol. 2 (3) Jul-Sep 2017
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 | Citation: 0
Political Risk and Stock Returns in Indonesia
Author(s): Paulina Yuritha Amtiran and Rina Indiastuti
Affiliation: Universitas Nusa Cendana, Padjadjaran University, Indonesia.
Keywords: BEI; Market Capitalization; Market Returns; Political Risk; Stock Returns
Received: January 11, 2017 | Accepted: June 21, 2017
Type of Paper: Empirical | Vol. 2(3) Page: 8-13 | Citation: 0