AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY
Author:
Affiliation:
1. Bentley College; Waltham MA
2. University of Maryland; College Park
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1984.tb00361.x/fullpdf
Reference20 articles.
1. Aber , J. 1976 “Industry Effects and Multivariate Stock Price Behavior.” Journal of Financial and Quantitative Analysis 617 624
2. “The Relationship Between Return and Market Value of Common Stocks.”;Banz;Journal of Financial Economics,1981
3. “A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices.”;Blattberg;Journal of Business,1974
4. “Some Empirical Tests of the Theory of Arbitrage Pricing.”;Chen;Journal of Finance,1982
5. “Common Sense on CAPM, APT, and Correlated Residuals.”;Fogler;Journal of Portfolio Management,1982
Cited by 11 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. Step - by - Step Illustration of Financial Case Studies in Terms of theory, Practice and Six Sigma Methodology. A Practical Guide for Undergraduate, Postgraduate and Research Students.;SSRN Electronic Journal;2019
2. A Test of the apt in Pricing Canadian Stocks;Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration;2009-04-08
3. Further Evidence of the Integration of Securitized Real Estate and Financial Assets;Journal of Property Research;2006-03
4. The Integration of Securitized Real Estate and Financial Assets;SSRN Electronic Journal;2004
5. The Number of Arbitrage Pricing Theory Factors: An Assessment of the Power of Multivariate Tests Used;Contributions to Management Science;1996
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3