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There are 12231 results for: content related to: Yes, The APT Is Testable

  1. 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

  2. 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

  3. A Test of the Apt In Pricing Uk Stocks

    Journal of Business Finance & Accounting

    Volume 14, Issue 3, September 1987, Pages: 377–391, Sarath P. Abeysekera and Arvind Mahajan

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1987.tb00101.x

  4. 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

  5. An Asset-Pricing Theory Unifying the CAPM and APT

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 881–892, K. C. JOHN WEI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02610.x

  6. A Test of the apt in Pricing Canadian Stocks

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 4, Issue 2, June 1987, Pages: 186–198, Sarath P. Abeysekera

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1987.tb00451.x

  7. Some Tests of APT Mispricing Using Mimicking Portfolios

    Financial Review

    Volume 29, Issue 2, May 1994, Pages: 153–192, Lawrence Kryzanowski, Simon Lalancette and Minh Chau To

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1994.tb00817.x

  8. 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

  9. 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

  10. THE ARBITRAGE PRICING THEORY AND COST-OF-CAPITAL ESTIMATION: THE CASE OF ELECTRIC UTILITIES

    Journal of Financial Research

    Volume 14, Issue 3, Fall 1991, Pages: 181–196, David H. Goldenberg and Ashok J. Robin

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1991.tb00656.x

  11. 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

  12. The Current State of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1569–1574, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04671.x

  13. 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

  14. MACRO-ECONOMIC FACTORS AND STOCK RETURNS

    Journal of Financial Research

    Volume 10, Issue 2, Summer 1987, Pages: 87–98, Moon K. Kim and Chunchi Wu

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1987.tb00481.x

  15. APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES

    Journal of Financial Research

    Volume 10, Issue 3, Fall 1987, Pages: 227–238, Richard H. Pettway and Bradford D. Jordan

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1987.tb00493.x

  16. 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

  17. 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

  18. The Robustness of the APT to Alternative Estimators

    Journal of Business Finance & Accounting

    Volume 24, Issue 5, June 1997, Pages: 645–655, Andrew Clare, Richard Priestley and Stephen Thomas

    Article first published online : 4 MAR 2003, DOI: 10.1111/1468-5957.00126

  19. OPTION PRICING AND THE ARBITRAGE PRICING THEORY

    Journal of Financial Research

    Volume 10, Issue 1, Spring 1987, Pages: 1–16, Jack S. K. Chang and Latha Shanker

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1987.tb00470.x

  20. AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE

    Journal of Financial Research

    Volume 8, Issue 1, Spring 1985, Pages: 15–30, Eric C. Chang and Wilbur G. Lewellen

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1985.tb00422.x