SOME EMPIRICAL TESTS OF THE THEORY OF ARBITRAGE PRICING

[1] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[4] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[5] A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 711 - 743

[6] MEASURING SECURITY PRICE PERFORMANCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258

[7] CHAN C, 1982, UNPUB EXPLORATORY IN

[8] CHEN N, 1982, 69 U CHIC WORK PAP

[9] CHEN N, 1981, THESIS UCLA

[10] EXACT PRICING IN LINEAR FACTOR MODELS WITH FINITELY MANY ASSETS - A NOTE [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 985 - 988

[1] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[4] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[5] A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 711 - 743

[6] MEASURING SECURITY PRICE PERFORMANCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258

[7] CHAN C, 1982, UNPUB EXPLORATORY IN

[8] CHEN N, 1982, 69 U CHIC WORK PAP

[9] CHEN N, 1981, THESIS UCLA

[10] EXACT PRICING IN LINEAR FACTOR MODELS WITH FINITELY MANY ASSETS - A NOTE [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 985 - 988