Intan Nurul Awwaliyah

Department of Management, University of Jember

Senior Lecturer

Jl. Kalimantan 17

Jember, East Java 68137

Indonesia

http://feb.unej.ac.id/?lang=en

Department of Management, Universitas Indonesia

Ph.D Student

Campus UI Depok

Depok, West Java 16424

Indonesia

SCHOLARLY PAPERS

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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, University of Jember and Universitas Indonesia, Graduate School of Management
Downloads 176 (120,235)

Abstract:

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