MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.1994.tb00322.x/fullpdf
Reference40 articles.
1. A Test of the Apt In Pricing Uk Stocks
2. The relationship between return and market value of common stocks
3. TESTING THE ARBITRAGE PRICING THEORY IN THE UNITED KINGDOM
4. ECONOMIC FORCES IN THE LONDON STOCK MARKET
5. A Capital Asset Pricing Model with Time-Varying Covariances
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