Pengaruh fama-french five factor model terhadap excess return pada perusahaan LQ 45 tahun 2014-2019

Penelitian ini bertujuan untuk mengetahui pengaruh masing-masing variabel Fama-French Five Factor Model yaitu premi risiko, ukuran perusahaan, book to market ratio, profitabilitas dan investasi terhadap Excess return pada perusahaan LQ 45 tahun 2014-2019. Terdapat 23 perusahaan yang terdaftar dalam indeks LQ 45 secara berturut-turut dari tahun 2014-2019 dari total 60 perusahaan yang terdaftar pada LQ 45 tahun 2014-2019 dengan menggunakan teknik pengambilan sampel purposive sampling. Penelitian ini adalah penelitian kuantitatif dengan menggunakan metode analisis regresi linear berganda. Hasil penelitian ini menunjukkan bahwa terdapat pengaruh yang signifikan antara premi risiko, ukuran perusahaan serta book to market ratio. Sedangkan untuk variabel profitabilitas dan investasi tidak berpengaruh terhadap Excess Return pada perusahaan LQ 45 tahun 2014-2019. Hasil penelitian juga menunjukkan bahwa variabel premi risiko, ukuran perusahaan, book to market ratio, profitabilitas serta investasi berpengaruh secara simultan terhadap excess return pada perusahaan LQ 45 tahun 2014-2019 yaitu sebesar 48,1%. Disarankan untuk peneliti selanjutnya menggunakan variabel lain atau menambah variabel lain agar dapat menghasilkan nilai R Square yang lebih besar atau lebih kuat, dan menguji model estimasi yang lain seperti CAPM atau APT.

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Social Desirability in Personality Inventories

Journal of Individual Differences ◽

10.1027/1614-0001/a000138 ◽

2014 ◽

Vol 35 (3) ◽

pp. 144-157 ◽

Cited By ~ 12

Author(s):

Martin Bäckström ◽

Fredrik Björklund

Keyword(s):

Social Desirability ◽

Big Five ◽

Work Performance ◽

Factor Model ◽

Five Factor Model ◽

Peer Ratings ◽

Personality Inventories ◽

Model Study ◽

The Difference ◽

New Variables

The difference between evaluatively loaded and evaluatively neutralized five-factor inventory items was used to create new variables, one for each factor in the five-factor model. Study 1 showed that these variables can be represented in terms of a general evaluative factor which is related to social desirability measures and indicated that the factor may equally well be represented as separate from the Big Five as superordinate to them. Study 2 revealed an evaluative factor in self-ratings and peer ratings of the Big Five, but the evaluative factor in self-reports did not correlate with such a factor in ratings by peers. In Study 3 the evaluative factor contributed above the Big Five in predicting work performance, indicating a substance component. The results are discussed in relation to measurement issues and self-serving biases.

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Construction and Validation of a Short Adjectives Checklist to Measure Big Five (SACBIF)

European Journal of Psychological Assessment ◽

10.1027/1015-5759.12.1.33 ◽

1996 ◽

Vol 12 (1) ◽

pp. 33-42 ◽

Cited By ~ 12

Author(s):

Marco Perugini ◽

Luigi Leone

Keyword(s):

Construct Validity ◽

Psychometric Properties ◽

Big Five ◽

Factor Model ◽

Five Factor Model ◽

Selection Procedure ◽

Factorial Structure ◽

Personality Dimensions

The aim of this contribution is to present a new short adjective-based measure of the Five Factor Model (FFM) of personality, the Short Adjectives Checklist of BIg Five (SACBIF). We present the various steps of the construction and the validation of this instrument. First, 50 adjectives were selected with a selection procedure, the “Lining Up Technique” (LUT), specifically used to identify the best factorial markers of the FFM. Then, the factorial structure and the psychometric properties of the SACBIF were investigated. Finally, the SACBIF factorial structure was correlated with some main measures of the FFM to establish its construct validity and with some other personality dimensions to investigate how well these dimensions could be represented in the SACBIF factorial space.

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Factorial Invariance of Child Self-Report Across English and Spanish Language Groups in a Hispanic Population Utilizing the PedsQL™ 4.0 Generic Core Scales

European Journal of Psychological Assessment ◽

10.1027/1015-5759/a000026 ◽

2010 ◽

Vol 26 (3) ◽

pp. 194-202 ◽

Cited By ~ 11

Author(s):

Daniel A. Newman ◽

Christine A. Limbers ◽

James W. Varni

Keyword(s):

Health Care Services ◽

Factor Model ◽

Five Factor Model ◽

Well Being ◽

Factorial Invariance ◽

Spanish Language ◽

Self Report ◽

Hispanic Population ◽

Language Groups ◽

Related Quality

The measurement of health-related quality of life (HRQOL) in children has witnessed significant international growth over the past decade in an effort to improve pediatric health and well-being, and to determine the value of health-care services. In order to compare international HRQOL research findings across language groups, it is important to demonstrate factorial invariance, i.e., that the items have an equivalent meaning across the language groups studied. This study examined the factorial invariance of child self-reported HRQOL across English- and Spanish-language groups in a Hispanic population of 2,899 children ages 8–18 utilizing the 23-item PedsQL™ 4.0 Generic Core Scales. Multigroup confirmatory factor analysis (CFA) was performed specifying a five-factor model across language groups. The findings support an equivalent 5-factor structure across English- and Spanish-language groups. Based on these data, it can be concluded that children across the two languages studied interpreted the instrument in a similar manner. The multigroup CFA statistical methods utilized in the present study have important implications for cross-cultural assessment research in children in which different language groups are compared.

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