ARBITRAGE PRICING THEORY AND UTILITY STOCK RETURNS

[1] BOWER DH, 1982, APT PROJECT JULY 20

[2] BOWER DH, 1982, EQUITY SCREENING RAT

[3] TREASURY BILL FACTORS AND COMMON-STOCK RETURNS - DISCUSSION [J]. JOURNAL OF FINANCE, 1981, 36 (02) : 352 - 353

[4] BRENNAN P, 1981, TEST ARBITRAGE PRICI

[5] BROWN SJ, 1981, NEW TEST ARBITRAGE P

[6] SOME EMPIRICAL TESTS OF THE THEORY OF ARBITRAGE PRICING [J]. JOURNAL OF FINANCE, 1983, 38 (05) : 1393 - 1414

[7] CONNOR G, 1980, ASSET PRICES WELL DI

[8] DHRYMES PJ, 1982, SEP EUR FIN ASS JER

[9] Fogler H. R., 1982, J PORTFOLIO MANAGE, V8, P20, DOI [10.3905/jpm.1982.408876, DOI 10.3905/JPM.1982.408876]

[10] 3 FACTORS, INTEREST-RATE DIFFERENTIALS AND STOCK GROUPS [J]. JOURNAL OF FINANCE, 1981, 36 (02) : 323 - 335

[1] BOWER DH, 1982, APT PROJECT JULY 20

[2] BOWER DH, 1982, EQUITY SCREENING RAT

[3] TREASURY BILL FACTORS AND COMMON-STOCK RETURNS - DISCUSSION [J]. JOURNAL OF FINANCE, 1981, 36 (02) : 352 - 353

[4] BRENNAN P, 1981, TEST ARBITRAGE PRICI

[5] BROWN SJ, 1981, NEW TEST ARBITRAGE P

[6] SOME EMPIRICAL TESTS OF THE THEORY OF ARBITRAGE PRICING [J]. JOURNAL OF FINANCE, 1983, 38 (05) : 1393 - 1414

[7] CONNOR G, 1980, ASSET PRICES WELL DI

[8] DHRYMES PJ, 1982, SEP EUR FIN ASS JER

[9] Fogler H. R., 1982, J PORTFOLIO MANAGE, V8, P20, DOI [10.3905/jpm.1982.408876, DOI 10.3905/JPM.1982.408876]

[10] 3 FACTORS, INTEREST-RATE DIFFERENTIALS AND STOCK GROUPS [J]. JOURNAL OF FINANCE, 1981, 36 (02) : 323 - 335