Graduate School of Business, University of Wisconsin-Madison; College of Business and Management, University of Maryland; and Graduate School of Business, University of Wisconsin-Madison, respectively. The authors are grateful to Richard Roll, Mark Weinstein, Jay Shanken, Vihang Errunza, Alan Shapiro, and an anonymous referee for valuable comments and to Sung Oh for computational assistance. Cho is grateful for research support provided by the Graduate School of the University of Wisconsin-Madison. Senbet acknowledges support from Dickson-Bascom professorship. Earlier versions were presented at the 1984 American Finance Association meetings and the 1985 Western Finance Association meetings.
International Arbitrage Pricing Theory: An Empirical Investigation
Version of Record online: 30 APR 2012
© 1986 the American Finance Association
The Journal of Finance
Volume 41, Issue 2, pages 313–329, June 1986
How to Cite
CHO, D. C., EUN, C. S. and SENBET, L. W. (1986), International Arbitrage Pricing Theory: An Empirical Investigation. The Journal of Finance, 41: 313–329. doi: 10.1111/j.1540-6261.1986.tb05038.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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