Yes, the APT Is Testable
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References listed on IDEAS
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- Suat Teker & Oscar Varela, 1998. "A comparative analysis of security pricing using factor, macrovariable and arbitrage pricing models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 21-41, June.
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"An International Arbitrage Pricing Model with PPP Deviations,"
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- Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York.
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