The empirical relevance of arbitrage pricing models

Author:

Dhrymes Phoebus J.

Publisher

Pageant Media US

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

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. Financial Anomalies in Portfolio Construction and Management;The Journal of Portfolio Management;2021-04-15

2. TESTING THE EFFECTIVENESS OF THE CARHART MODEL FOUR FACTORS ON EXCESS RETURNS IN INDONESIA;TIJAB (The International Journal of Applied Business);2019-01-29

3. ECONOMIC FORCES IN THE LONDON STOCK MARKET;Oxford Bulletin of Economics and Statistics;2009-05-01

4. TESTING THE ARBITRAGE PRICING THEORY IN THE UNITED KINGDOM;Oxford Bulletin of Economics and Statistics;2009-05-01

5. System identification in noisy data environments: An application to six Asian stock markets;Journal of Banking & Finance;2006-07

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