Fitri Kurniasih
Analisis anomali size effect dan book to market effect terhadap return saham dengan menggunakan model tiga faktor fama dan french di bursa efek jakarta
Universitas Indonesia, 2005
 UI - Tesis Membership
Sianipar, Lanni Palmitha Rosetty
Analisis risiko melalui momen imbal hasil pasar dan Fama-French Three Model periode 2002-2012 = Analysis of risk through moments of market return and Fama-French Three Model for the period 2002-2012
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2013
 UI - Skripsi Membership
Mutia Syahlena
Analisis anomali monday effect dengan menggunakan model tiga faktor fama-french di Bursa Efek Indonesia = Analysis the anomaly of monday effect by using fama french's three factor model in Indonesia stock exchange
Fakultas Ilmu Sosial dan Ilmu Politik Universitas Indonesia, 2017
 UI - Skripsi Membership
Rifdah Aulia
Analisis pengaruh ukuran perusahaan, book to market, dan momentum terhadap imbal hasil saham: studi perbandingan fama-french three factor model dan carhart four factor model = Analysis of size book to market and momentum effect in stock return comparison study on the fama french three factor model and carhart four factor model
2017
 UI - Skripsi Membership
Irma Octaviani
Pengaruh pergerakan harga minyak terhadap imbal hasil saham dengan memperhatikan sektor, lagged effect, size dan threshold effect pada perusahaan yang terdaftar di Bursa Efek Indonesia = Impact of oil price changes on stock return of companies listed in Indonesian Stock Exchange
 UI - Skripsi Membership