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There are 86419 results for: content related to: New Tests of the APT and Their Implications

  1. 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

  2. TABLES

    Acta Archaeologica

    Volume 85, Issue 3, December 2014, Pages: 1–187,

    Article first published online : 14 NOV 2014, DOI: 10.1111/j.1600-0390.2014.00948.x

  3. 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

  4. The Impact of Preferred-for-Common Exchange Offers on Firm Value

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 795–814, J. MICHAEL PINEGAR and RONALD C. LEASE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04549.x

  5. Additional Evidence on Integration in the Canadian Stock Market

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2035–2054, USHA R. MITTOO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04696.x

  6. 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

  7. 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

  8. 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

  9. 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

  10. Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 233–265, BRUCE N. LEHMANN and DAVID M. MODEST

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02566.x

  11. 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

  12. 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

  13. DEFICIENCY SCREENING FOR GENOMIC REGIONS WITH EFFECTS ON ENVIRONMENTAL SENSITIVITY OF THE SENSORY BRISTLES OF DROSOPHILA MELANOGASTER

    Evolution

    Volume 66, Issue 9, September 2012, Pages: 2878–2890, Kazuo H. Takahashi, Yasukazu Okada and Kouhei Teramura

    Article first published online : 3 MAY 2012, DOI: 10.1111/j.1558-5646.2012.01636.x

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    Why Does Stock Market Volatility Change Over Time?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1115–1153, G. WILLIAM SCHWERT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02647.x

  15. Efficient Analytic Approximation of American Option Values

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 301–320, GIOVANNI BARONE-ADESI and ROBERT E. WHALEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02569.x

  16. Strong-form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts

    Contemporary Accounting Research

    Volume 7, Issue 1, Fall 1990, Pages: 323–346, LAWRENCE D. BROWN, GORDON D. RICHARDSON and CHARLES A. TRZCINKA

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1990.tb00818.x

  17. Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 451–463, NORMAN H. MOORE, DAVID R. PETERSON and PAMELA P. PETERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05048.x

  18. Year-End Tax-Induced Sales and Stock Market Seasonality

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 171–185, DAN GIVOLY and ARIE OVADIA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03633.x

  19. THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES

    Financial Review

    Volume 21, Issue 1, February 1986, Pages: 1–20, Edwin Burmeister and Kent D. Wall

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1986.tb01103.x

  20. Currency Hedging for International Portfolios

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1865–1886, JACK GLEN and PHILIPPE JORION

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05131.x