An Empirical Test of the Arbitrage Pricing Theory on Australian Stock Returns 1974-85-Reference-Cited by-同舟云学术

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An Empirical Test of the Arbitrage Pricing Theory on Australian Stock Returns 1974-85

Published:1988-11 Issue:2 Volume:28 Page:23-43
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:

Author:

Faff Robert W.

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-629X.1988.tb00143.x/fullpdf

Reference46 articles.

1. A Test of the APT in Pricing UK Stocks;Abeysekera;Journal of Business Finance and Accounting,1987

2. A Note on Errors in Variables and Estimates of Systematic Risk;Ball;Australian Journal of Management,1977

3. Asset Pricing in the Australian Industrial Equity Market;Ball;Australian Journal of Management,1976

4. A Simple Exposition of the Arbitrage Pricing Theory Approximation;Beggs;Australian Journal of Management,1986

5. Discussion;Brennan;The Journal of Finance,1981

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Is that factor just lucky? Australian evidence;Pacific-Basin Finance Journal;2019-10

2. The Australian asset-pricing debate;Accounting & Finance;2015-03-09

3. What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?;Applied Economics;2013-04

4. An Empirical Modelling of New Zealand Hospitality and Tourism Stock Returns;ISRN Economics;2013-02-26

5. An Empirical Test of the Arbitrage Pricing Theory—The Case of Indian Stock Market;Global Business Review;2012-10

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