Intan Nurul Awwaliyah

Department of Management, Universitas Indonesia

Ph.D Student

Campus UI Depok

Depok, West Java 16424

Indonesia

Study Program of Management, University of Jember

Lecturer

Jl. Jawa 17

Jember, East Java 68137

Indonesia

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Scholarly Papers (1)

1.

On the Robustness of the Extended Fama-French Three Factor Model

Number of pages: 31 Posted: 12 Jan 2012 Last Revised: 13 Feb 2013
Intan Nurul Awwaliyah and ZaƤfri A. Husodo
Department of Management, Universitas Indonesia and Universitas Indonesia, Graduate School of Management
Downloads 176 (118,904)

Abstract:

asset pricing, three-factor model, size factor, book-to-market factor, momentum