Testing factor models in Indonesia

James Foye; Aljoša Valentinčič

doi:10.1016/j.ememar.2019.100628

Testing factor models in Indonesia

James Foye^*, Aljoša Valentinčič

^*Corresponding author for this work

University of Ljubljana

Research output: Contribution to journal › Article › peer-review

16 Citations (SciVal)

Original language	English
Article number	100628
Journal	Emerging Markets Review
Volume	42
DOIs	https://doi.org/10.1016/j.ememar.2019.100628
Publication status	Published (VoR) - Mar 2020

Keywords

Emerging equity returns
Fama-French five-factor model
Fama-French three-factor model
Indonesia

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10.1016/j.ememar.2019.100628

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title = "Testing factor models in Indonesia",

keywords = "Emerging equity returns, Fama-French five-factor model, Fama-French three-factor model, Indonesia",

author = "James Foye and Aljo{\v s}a Valentin{\v c}i{\v c}",

note = "Publisher Copyright: {\textcopyright} 2019",

year = "2020",

month = mar,

doi = "10.1016/j.ememar.2019.100628",

language = "English",

volume = "42",

journal = "Emerging Markets Review",

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T1 - Testing factor models in Indonesia

AU - Foye, James

AU - Valentinčič, Aljoša

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KW - Emerging equity returns

KW - Fama-French five-factor model

KW - Fama-French three-factor model

KW - Indonesia

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DO - 10.1016/j.ememar.2019.100628

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SN - 1566-0141

VL - 42

JO - Emerging Markets Review

JF - Emerging Markets Review

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Testing factor models in Indonesia

Keywords

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