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There are 127549 results for: content related to: A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

  1. Some Empirical Tests of the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1393–1414, NAI-FU CHEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03831.x

  2. An Empirical Investigation of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1073–1103, RICHARD ROLL and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02197.x

  3. A Semiautoregression Approach to the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 599–620, JIANPING MEI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04729.x

  4. Yes, The APT Is Testable

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1173–1188, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02370.x

  5. The Seasonal Stability of the Factor Structure of Stock Returns

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1195–1211, D. CHINHYUNG CHO and WILLIAM M. TAYLOR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04361.x

  6. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  7. Mean-Variance Spanning

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 873–888, GUR HUBERMAN and SHMUEL KANDEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03917.x

  8. Stock Return Anomalies and the Tests of the APT

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1213–1224, MUSTAFA N. GULTEKIN and N. BULENT GULTEKIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04362.x

  9. On Testing the Arbitrage Pricing Theory: Inter-Battery Factor Analysis

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1485–1502, D. CHINHYUNG CHO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04919.x

  10. New Tests of the APT and Their Implications

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 659–674, PHOEBUS J. DHRYMES, IRWIN FRIEND, MUSTAFA N. GULTEKIN and N. BULENT GULTEKIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04988.x

  11. The Arbitrage Pricing Theory: Is it Testable?

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1129–1140, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03607.x

  12. On the Number of Factors in the Arbitrage Pricing Model

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 347–368, CHARLES TRZCINKA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05041.x

  13. Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model

    Financial Review

    Volume 25, Issue 1, February 1990, Pages: 1–23, Edward L. Bubnys

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1990.tb01286.x

  14. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  15. Arbitrage Pricing Theory and Utility Stock Returns

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1041–1054, DOROTHY H. BOWER, RICHARD S. BOWER and DENNIS E. LOGUE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03891.x

  16. A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 347–350, RICHARD ROLL and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02313.x

  17. International Arbitrage Pricing Theory: An Empirical Investigation

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 313–329, D. CHINHYUNG CHO, CHEOL S. EUN and LEMMA W. SENBET

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05038.x

  18. Economic Factors and Stock Markets: Empirical Evidence from the UK and the US

    International Journal of Finance & Economics

    Volume 1, Issue 4, October 1996, Pages: 287–302, Arnold C. S. Cheng

    Article first published online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-1158(199610)1:4<287::AID-IJFE26>3.0.CO;2-Y

  19. Asset Pricing Theories

    Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

    Frank J. Fabozzi, Pages: 89–117, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118267059.ch5

  20. Some Results in the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1021–1039, JONATHAN E. INGERSOLL JR.

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03890.x