TESTING THE ARBITRAGE PRICING THEORY IN THE UNITED KINGDOM
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1986.mp48002002.x/fullpdf
Reference20 articles.
1. ‘A Further Note on Tests of Significance in Factor Analysis’;Bartlett;British J. Psychol., Statis. Section,1951
2. ‘The Relationship between Return and Market Value of Common Stocks’;Banz;Journal of Financial Economics,1981
3. ‘Arbitrage Pricing Theory and Utility Stock Returns’;Bower;Journal of Finance,1984
4. ‘Some Empirical Tests of the Theory of Arbitrage Pricing’;Chen;Journal of Finance,1983
5. ‘Several Tests for Model Specification in the Presence of Alternative Hypotheses’;Davidson;Econometrica,1981
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