The effects of Fama-French five factor and momentum factor on Islamic stock portfolio excess return listed in ISSI
Purpose – The purpose of this study is to examine the effect of Fama-French five-factor and momentum factor on Islamic stock portfolio excess returns listed in the Indonesia Sharia Stock Index (ISSI). Methodology – This study used return data from ISSI group, starting from January 2013 to December...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Center for Islamic Economics Studies and Development
2020-07-01
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| Series: | Jurnal Ekonomi dan Keuangan Islam |
| Online Access: | https://journal.uii.ac.id/JEKI/article/view/15089 |