Wijaya, Stacia Alexandra (2018) Capital investment and stock return in Indonesia. Bachelor thesis, Universitas Pelita Harapan.
Full text not available from this repository.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 ORCID Wijaya, Stacia Alexandra NIM00000015300 UNSPECIFIED 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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