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Ferikawita Sembiring

Jenderal Achmad Yani University

Jalan Terusan Jendral Sudirman

Cimahi, Jawa Barat 40285

Indonesia

SCHOLARLY PAPERS

2

DOWNLOADS

495

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions

J. Fin. Bank. Review 3 (4) 77–83 (2018)
Number of pages: 7 Posted: 11 Jan 2019
Ferikawita Sembiring
Jenderal Achmad Yani University
Downloads 266 (287,269)

Abstract:

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Fama and French Model; Five-factor Model; Market Overreaction; Three-factor Model; Portfolio

2.

Single Beta and Dual Beta Models: A Testing of CAPM on Condition of Market Overreactions

Journal of Finance and Banking Review, Vol. 2(3), p. 1-7, Jul-Sep 2017
Number of pages: 7 Posted: 31 Jul 2017
Jenderal Achmad Yani University, Padjadjaran University, Padjadjaran University - Faculty of Economics and Business and Padjadjaran University
Downloads 229 (333,232)

Abstract:

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Conditional CAPM, Dual Beta, Loser Portfolio, Winner Portfolio