IDIOSYNCRATIC VOLATILITY AND HERD BEHAVIOR: INDONESIA STOCK MARKET CASE
Anomalies revealed by various research of asset pricing models indicate the presence of other risk factors which have not been included in the model. Even the most recent models such as the Fama-French Five Factor still leave several other risk factors included in the error terms produced by the mod...
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| Format: | Article |
| Language: | English |
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Universitas Padjadjaran
2019-03-01
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| Series: | Jurnal Bisnis dan Manajemen |
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| Online Access: | http://journal.feb.unpad.ac.id/index.php/jbm/article/view/275 |