The Arbitrage Pricing Theory: Some Empirical Results
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 36 (1981)
Issue (Month): 2 (May)
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- Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, EconWPA.
- Geoffrey Shuetrim, 1998. "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers rdp9802, Reserve Bank of Australia.
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- Ladrón de Guevara Cortés Rogelio & Torra Porras Salvador, 2014. "Estimation of the underlying structure of systematic risk with the use of principal component analysis and factor analysis," Contaduría y Administración:Revista Internacional, Accounting and Management: International Journal, vol. 59(3), pages 197-234, julio-sep.
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