Ditemukan 1 dokumen yang sesuai dengan query
Samuel Kristanto Utomo
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We extend the persistence and pervasiveness of the presence of value effect to Indonesian stock
returns in the last two decades by utilizing data set that is relatively free of survivor bias and selection
bias. Our finding shows that value portfolios have been able to outperform growth portfolios.
Furthermore, the presence of the effect as an asset pricing factor, along with the size effect, can significantly
explain the returns of the aggregate equity mutual funds in Indonesia and unveil ...
"
Prasetiya Mulya Business School, 2015
J-Pdf
Artikel Jurnal Universitas Indonesia Library