DOI: 10.52932/jfm. vi3. 475 This study examines the moderating role of digital transformation
in the relationship between corporate restructuring and firm performance in manufacturing in …

This article considers to model large-dimensional matrix time series by introducing a
regression term to the matrix factor model. This is an extension of classic matrix factor model …

The capital market functions as an intermediary for the flow of funds between investors and
companies, in accordance with the general principle that the greater the risk, the greater the …

This research explores Fama and French's Three Factor Model (1992), which identified key
determinants of corporate returns. Using factors such as rate of return of risky investment …

Understanding the relationship between risk and government bond returns is crucial for
assessing the influence of risk factors on bond returns. This study investigates the dynamics …

ATIKA HAWA KHOLIFATUN APRILLA, 021120259. Pengaruh Fama-French Three Factor
Model dalam Mengestimasi Excess Return Saham Perusahaan Jakarta Islamic Index (JII) …

Abstract Fama and French Three Factor Model is one of the models for calculating expected
return on stock portfolios that can be used by investors. This model was developed by …

Portofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi
para investor. Pada penelitian ini digunakan model Fama-French Three Factor yang juga …

Tóm tắt Cơ sở lý thuyết của nghiên cứu này là mô hình định giá tài sản vốn, mô hình ba
nhân tố Fama và French, mô hình của Chen và cộng sự (2011) áp dụng cho đặc thù ngành …

Announcement events are essential for investors and shareholders, enabling them to
determine the viability of their investments. According to efficient market theory, stock prices …