Empirical Test of Apt Model to Predicting Portofolio’s Stock Return Incorporated with Lq45 from 2014 until 2018 in Indonesia

Darma, Yuki (2014) Empirical Test of Apt Model to Predicting Portofolio’s Stock Return Incorporated with Lq45 from 2014 until 2018 in Indonesia. In: Proceedings of the 1st International Conference on Economics Engineering and Social Science, InCEESS 2020, 17-18 July, Bekasi, Indonesia.

[thumbnail of 42533.pdf] PDF
42533.pdf

Download (251kB)

Abstract

The purpose of this study was to test the APT model as a model of capital market equilibrium price in predicting the return of shares incorporated in LQ45. This research using multipass- Regression to test the validity and validity on CAPM model by using data in this study was closing price of 45 bl

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 13:58
Last Modified: 17 Apr 2026 09:35
URI: http://eprints.eai.eu/id/eprint/32554

Actions (login required)

View Item
View Item