The Arbitrage Pricing Theory: Some Empirical Results
1981; Wiley; Volume: 36; Issue: 2 Linguagem: Inglês
10.1111/j.1540-6261.1981.tb00444.x
ISSN1540-6261
Autores Tópico(s)Stochastic processes and financial applications
ResumoThe Journal of FinanceVolume 36, Issue 2 p. 313-321 Empirical Tests of Multi-Factor Pricing Model The Arbitrage Pricing Theory: Some Empirical Results MARC R. REINGANUM, MARC R. REINGANUMUniversity of Southern California Graduate School of Business. I wish to thank Mike Brennan, Nai-Fu Chen, David F. DeRosa, Dennis Draper, Chap Findlay, Doug Joines, Dick Roll, Steve Ross, and Bob Webb for their helpful suggestions. I also benefited from comments made by participants at the Finance Workshops of the University of Southern California and UCLA. Naturally, all remaining errors are my responsibility.Search for more papers by this author MARC R. REINGANUM, MARC R. REINGANUMUniversity of Southern California Graduate School of Business. I wish to thank Mike Brennan, Nai-Fu Chen, David F. DeRosa, Dennis Draper, Chap Findlay, Doug Joines, Dick Roll, Steve Ross, and Bob Webb for their helpful suggestions. I also benefited from comments made by participants at the Finance Workshops of the University of Southern California and UCLA. Naturally, all remaining errors are my responsibility.Search for more papers by this author First published: May 1981 https://doi.org/10.1111/j.1540-6261.1981.tb00444.xCitations: 81 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume36, Issue2May 1981Pages 313-321 RelatedInformation
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