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There are 23326 results for: content related to: A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply

  1. A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 323–346, PHOEBUS J. DHRYMES, IRWIN FRIEND and N. BULENT GULTEKIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02312.x

  2. Mimicking Portfolios and Exact Arbitrage Pricing

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 1–9, GUR HUBERMAN, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02546.x

  3. The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 525–537, JAMES BICKSLER, EDWIN ELTON, MARTIN GRUBER and JOEL RENTZLER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02261.x

  4. International Arbitrage Pricing Theory

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 449–457, BRUNO SOLNIK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02251.x

  5. Approximate Factor Structures: Interpretations and Implications for Empirical Tests

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1367–1373, MARK GRINBLATT and SHERIDAN TITMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02388.x

  6. 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

  7. 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

  8. 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

  9. Exact Arbitrage Pricing and the Minimum-Variance Frontier

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 327–338, JONATHAN TIEMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03942.x

  10. 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

  11. The Arbitrage Pricing Theory: Some Empirical Results

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 313–321, MARC R. REINGANUM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00444.x

  12. The Arbitrage Pricing Theory and Supershares

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 263–282, MARK LATHAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05057.x

  13. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  14. The Number of Factors in Security Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1247–1262, STEPHEN J. BROWN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02652.x

  15. Multi-Beta CAPM or Equilibrium-APT?: A Reply

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1189–1196, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02371.x

  16. A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1037–1042, J. D. JOBSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03596.x

  17. Nonsynchronous Data and the Covariance-Factor Structure of Returns

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 221–231, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02565.x

  18. DISCUSSION

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 734–735, STEPHEN J. BROWN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04604.x

  19. 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

  20. 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