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INTERNATIONAL ARBITRAGE PRICING THEORY - AN EMPIRICAL-INVESTIGATION
被引:85
作者
:
CHO, DC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
CHO, DC
[
1
]
EUN, CS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
EUN, CS
[
1
]
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
SENBET, LW
[
1
]
机构
:
[1]
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
来源
:
JOURNAL OF FINANCE
|
1986年
/ 41卷
/ 02期
关键词
:
D O I
:
10.2307/2328437
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:313 / 329
页数:17
相关论文
共 24 条
[1]
INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
DUMAS, B
论文数:
0
引用数:
0
h-index:
0
DUMAS, B
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 925
-
984
[2]
Black F., 1974, J FINANC ECON, V1, P337
[3]
A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
BROWN, SJ
WEINSTEIN, MI
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
WEINSTEIN, MI
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 711
-
743
[4]
ON TESTING THE ARBITRAGE PRICING THEORY - INTER-BATTERY FACTOR-ANALYSIS
CHO, DC
论文数:
0
引用数:
0
h-index:
0
CHO, DC
[J].
JOURNAL OF FINANCE,
1984,
39
(05)
: 1485
-
1502
[5]
THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
CORNELL, B
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 103
-
108
[6]
A CRITICAL REEXAMINATION OF THE EMPIRICAL-EVIDENCE ON THE ARBITRAGE PRICING THEORY
DHRYMES, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
DHRYMES, PJ
FRIEND, I
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
FRIEND, I
GULTEKIN, NB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
GULTEKIN, NB
[J].
JOURNAL OF FINANCE,
1984,
39
(02)
: 323
-
346
[7]
YES, THE APT IS TESTABLE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(04)
: 1173
-
1188
[8]
INTERNATIONAL CORPORATE DIVERSIFICATION, MARKET VALUATION, AND SIZE-ADJUSTED EVIDENCE
ERRUNZA, VR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
ERRUNZA, VR
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
SENBET, LW
[J].
JOURNAL OF FINANCE,
1984,
39
(03)
: 727
-
743
[9]
THE EFFECTS OF INTERNATIONAL OPERATIONS ON THE MARKET VALUE OF THE FIRM - THEORY AND EVIDENCE
ERRUNZA, VR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
ERRUNZA, VR
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
SENBET, LW
[J].
JOURNAL OF FINANCE,
1981,
36
(02)
: 401
-
417
[10]
ESTIMATING THE CORRELATION STRUCTURE OF INTERNATIONAL SHARE PRICES
EUN, CS
论文数:
0
引用数:
0
h-index:
0
EUN, CS
RESNICK, BG
论文数:
0
引用数:
0
h-index:
0
RESNICK, BG
[J].
JOURNAL OF FINANCE,
1984,
39
(05)
: 1311
-
1324
←
1
2
3
→
共 24 条
[1]
INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
DUMAS, B
论文数:
0
引用数:
0
h-index:
0
DUMAS, B
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 925
-
984
[2]
Black F., 1974, J FINANC ECON, V1, P337
[3]
A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
BROWN, SJ
WEINSTEIN, MI
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
UNIV SO CALIF, LOS ANGELES, CA 90089 USA
WEINSTEIN, MI
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 711
-
743
[4]
ON TESTING THE ARBITRAGE PRICING THEORY - INTER-BATTERY FACTOR-ANALYSIS
CHO, DC
论文数:
0
引用数:
0
h-index:
0
CHO, DC
[J].
JOURNAL OF FINANCE,
1984,
39
(05)
: 1485
-
1502
[5]
THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
CORNELL, B
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 103
-
108
[6]
A CRITICAL REEXAMINATION OF THE EMPIRICAL-EVIDENCE ON THE ARBITRAGE PRICING THEORY
DHRYMES, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
DHRYMES, PJ
FRIEND, I
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
FRIEND, I
GULTEKIN, NB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
GULTEKIN, NB
[J].
JOURNAL OF FINANCE,
1984,
39
(02)
: 323
-
346
[7]
YES, THE APT IS TESTABLE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(04)
: 1173
-
1188
[8]
INTERNATIONAL CORPORATE DIVERSIFICATION, MARKET VALUATION, AND SIZE-ADJUSTED EVIDENCE
ERRUNZA, VR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
ERRUNZA, VR
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
SENBET, LW
[J].
JOURNAL OF FINANCE,
1984,
39
(03)
: 727
-
743
[9]
THE EFFECTS OF INTERNATIONAL OPERATIONS ON THE MARKET VALUE OF THE FIRM - THEORY AND EVIDENCE
ERRUNZA, VR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
ERRUNZA, VR
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706
SENBET, LW
[J].
JOURNAL OF FINANCE,
1981,
36
(02)
: 401
-
417
[10]
ESTIMATING THE CORRELATION STRUCTURE OF INTERNATIONAL SHARE PRICES
EUN, CS
论文数:
0
引用数:
0
h-index:
0
EUN, CS
RESNICK, BG
论文数:
0
引用数:
0
h-index:
0
RESNICK, BG
[J].
JOURNAL OF FINANCE,
1984,
39
(05)
: 1311
-
1324
←
1
2
3
→