Empirical Test of Fama-French Five Factor Model and Hou et.al q5 Factor Model Under Transaction Cost in Indonesia Stock Market
Adityawan Pradipto (a*), Zuliani Dalimunthe (a)
(a) Universitas Indonesia
Gedung Dekanat FEB UI Kampus Widjojo Nitisastro, Jl. Prof. DR. Sumitro Djojohadikusumo, Kukusan, Kecamatan Beji, Kota Depok, Jawa Barat 16424
*adityawan.pradipto[at]gmail.com
Abstract
Keywords: asset pricing, fama-french 5 factor model, hou et.al q^{5} factor model, transaction cost, indonesia stock market
Topic: Finance
Link: https://ifory.id/abstract/EwdeHWzMtjbZ
Conference: The 3rd International Seminar of Contemporary Research on Business and Management (ISCRBM 2019)
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