Capital investment and stock return in Indonesia

Wijaya, Stacia Alexandra (2018) Capital investment and stock return in Indonesia. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

The purpose of this paper is to analyse the relationship between Capital Investment, Cash Flow and Stock Returns in the Indonesian market. This paper uses firms listed in the Indonesian Stock Exchange (IDX) through a period of 10 years from 2007 to 2016. Using the universal way of Fama-French Three factor model and an additional Fama-Macbeth model, this paper concludes a positive relationship in Indonesia. Although, no relationship was found when yearly performances are observed.

Item Type:	Thesis (Bachelor)
Creators:	Creators NIM Email Wijaya, Stacia Alexandra NIM00000015300 UNSPECIFIED
Contributors:	Contribution Contributors NIDN/NIDK Email Thesis advisor Tjong, William NIDN0318116402 william.tjong@uph.edu
Additional Information:	SK 11-14 WIJ c ; 31001000255795
Uncontrolled Keywords:	capital investment; cash flow; excess stock return; Indonesia; famafrench three factor model; fama-macbeth model.
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions:	University Subject > Current > Faculty/School - UPH Karawaci > Business School > Management Current > Faculty/School - UPH Karawaci > Business School > Management
Depositing User:	Marselita New
Date Deposited:	12 May 2022 08:27
Last Modified:	22 Jan 2024 06:26
URI:	http://repository.uph.edu/id/eprint/47387

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