AN EMPIRICAL-EXAMINATION OF THE IMPLICATIONS OF ARBITRAGE PRICING THEORY

被引：14

作者：

DHRYMES, PJ

FRIEND, I

GULTEKIN, NB

GULTEKIN, MN

机构：

[1] WHARTON SCH,PHILADELPHIA,PA 19104

[2] NYU,NEW YORK,NY 10003

来源：

JOURNAL OF BANKING & FINANCE | 1985年 / 9卷 / 01期

关键词：

D O I：

10.1016/0378-4266(85)90063-9

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：73 / 99

页数：27

共 11 条

[1]

BLUME ME, 1973, J FINANCE MAR

[2]

CHO CC, 1982, UNPUB ROBUSTNESS ROL

[3]

CONNOR G, 1981, ASSET PRICES WELL DI

[4] A CRITICAL REEXAMINATION OF THE EMPIRICAL-EVIDENCE ON THE ARBITRAGE PRICING THEORY [J].

DHRYMES, PJ ;

FRIEND, I ;

GULTEKIN, NB .

JOURNAL OF FINANCE, 1984, 39 (02) :323-346

[5]

DYBVIG P, 1983, UNPUB J FINANCIAL EC

[6] RISK AND CAPITAL-ASSET PRICES [J].

FRIEND, I ;

WESTERFIELD, R .

JOURNAL OF BANKING & FINANCE, 1981, 5 (03) :291-315

[7]

HUBERMAN G, 1982, J EC THEORY, V28, P133

[8]

INGERSOLL JE, 1981, UNPUB SOME RESULTS T

[9] AN EMPIRICAL-INVESTIGATION OF THE ARBITRAGE PRICING THEORY [J].

ROLL, R ;

ROSS, SA .

JOURNAL OF FINANCE, 1980, 35 (05) :1073-1103

[10] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J].

ROSS, SA .

JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) :341-360

← 1 2 →