EVALUATING SENSITIVITY OF MACROECONOMIC FACTORS TO STOCK RETURN USING ARBITRAGE PRICING THEORY FRAMEWORK:  EVIDENCE FROM INDONESIA STOCK MARKET

Jonathan Evan

doi:https://doi.org/10.47119/IJRP100691120211682

EVALUATING SENSITIVITY OF MACROECONOMIC FACTORS TO STOCK RETURN USING ARBITRAGE PRICING THEORY FRAMEWORK: EVIDENCE FROM INDONESIA STOCK MARKET