Open AccessAnalisis Sektor Industri Pertanian pada Model CAPM
Author(s) -
Andreas Kiky
Publication year - 2015
Publication title -
ultima management/ultima management
Language(s) - English
Resource type - Journals
eISSN - 2549-404X
pISSN - 2085-4587
DOI - 10.31937/manajemen.v7i1.921
Subject(s) - capital asset pricing model , portfolio , econometrics , economics , financial economics , stock (firearms) , business , geography , archaeology
The most popular Asset Pricing that has been known for long time was CAPM. This model offers very simple approach and strong fundamental theory for financial literature. Base of previous research using time-series data, this model show very good explanation in explain variation of portfolio return. Aim of this research is to find some pattern in different industrial sector, especially agriculture sector. Keywords: CAPM, Empirical Evidence, Abnormal Return, Stock Return