A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
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References listed on IDEAS
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- Huang, Roger D. & Jo, Hoje, 1995. "Data frequency and the number of factors in stock returns," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 987-1003, September.
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- Chadwick, Meltem, 2010. "Performance of Bayesian Latent Factor Models in Measuring Pricing Errors," MPRA Paper 79060, University Library of Munich, Germany.
- Mehnaz Roushan Laura & Nafiz Ul Fahad, 2017. "The Classical Approaches to Testing the Unconditional CAPM: UK Evidence," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 220-232, March.
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