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There are 18058 results for: content related to: The Number of Factors in Security Returns

  1. THE MAGNITUDE OF PRICING ERRORS IN THE ARBITRAGE PRICING THEORY

    Journal of Financial Research

    Volume 14, Issue 1, Spring 1991, Pages: 65–82, Ashok Robin and Ravi Shukla

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1991.tb00645.x

  2. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1541–1564, RAVI SHUKLA and CHARLES TRZCINKA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03727.x

  3. 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

  4. 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

  5. BETA, SIZE, RISK, AND RETURN

    Journal of Financial Research

    Volume 23, Issue 3, Fall 2000, Pages: 245–260, Thomas W. Downs and Robert W. Ingram

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00742.x

  6. The Australian asset-pricing debate

    Accounting & Finance

    Robert B. Durand, Manapon Limkriangkrai and Daniel Chai

    Article first published online : 9 MAR 2015, DOI: 10.1111/acfi.12097

  7. Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1191–1217, WAYNE E. FERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02650.x

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    Efficient Capital Markets: II

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1575–1617, EUGENE F. FAMA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04636.x

  9. Ratings Changes, Ratings Levels, and the Predictive Value of Analysts’ Recommendations

    Financial Management

    Volume 39, Issue 2, Summer 2010, Pages: 533–553, Brad M. Barber, Reuven Lehavy and Brett Trueman

    Article first published online : 22 JUN 2010, DOI: 10.1111/j.1755-053X.2010.01083.x

  10. 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

  11. Firm Characteristics and the Pricing of Foreign Earnings of US Multinational Firms

    Journal of International Financial Management & Accounting

    Volume 15, Issue 2, June 2004, Pages: 145–173, Wayne B. Thomas

    Article first published online : 13 MAY 2004, DOI: 10.1111/j.1467-646X.2004.00105.x

  12. The Time-Variance Relationship of Security Returns: Implications for the Return-Generating Stochastic Process

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 857–870, PHILIP R. PERRY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02228.x

  13. Incremental Information Content of the Change in the Percent of Production Added to Inventory

    Contemporary Accounting Research

    Volume 14, Issue 1, Spring 1997, Pages: 69–97, JAMES JIAMBALVO, ERIC NOREEN and TERRY SHEVLIN

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1997.tb00520.x

  14. 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

  15. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  16. On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 155–173, CLIFFORD A. BALL and WALTER N. TOROUS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04942.x

  17. 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

  18. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  19. THE MARKET MODEL AS AN APPROPRIATE DESCRIPTION OF THE STOCHASTIC PROCESS GENERATING SECURITY RETURNS

    Journal of Financial Research

    Volume 6, Issue 4, Winter 1983, Pages: 275–288, Roger P. Bey

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1983.tb00338.x

  20. 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