TY  - THES
N1  - M. Arsyadi Ridha, S.E., M.Sc., AK., CA
ID  - digilib29941
UR  - https://digilib.uin-suka.ac.id/id/eprint/29941/
A1  - HIKMATUL FISA YASINTA, NIM. 14830031
Y1  - 2018/01/11/
N2  - Some of the previous research showed that there was a significant effect between the Fama and French three factors model with the return. Some even found that there was no significant between the factors and the return. The objective of this research is to analyze the influence of Fama and French Three factors Model to the return of sharia mutual fund in Indonesia. The method of analysis used Autoregressive Distributed Lag (ARDL) to look the relation between the factors with the sharia mutual fund return in Indonesia in the long term and short term. The result showed that risk premium was significantly positive affect to the sharia mutual fund return in long term and short term. Size and book to market equity was not significant to the sharia mutual fund return in the long term and short term.
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - ARDL
KW  -  Book to Market Equity
KW  -  Return
KW  -  Risk Premium
KW  -  Size
M1  - skripsi
TI  - ANALISIS FAMA AND FRENCH THREE FACTORS MODEL TERHADAP RETURN REKSA DANA SAHAM SYARIAH INDONESIA
AV  - restricted
ER  -