search query: @indexterm arbitrage pricing theory / total: 66
references: 55-64 / 66
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55.
Option pricing and the arbitrage pricing theory.
Journal of Financial Research
1987 : SPRING, VOL. 10:1, p. 1-16
 1987 Chang, J. S. K.
Shanker, L.
56.
Macro-economic factors and stock returns.
Journal of Financial Research
1987 : SUMMER, VOL. 10:2, p. 87-98
 1987 Kim, M. K.
Wu, C.
57.
Arbitrage pricing models : the sufficient number of factors and equilibrium conditions.
Journal of Financial Research
1987 : SUMMER, VOL. 10:2, p. 111-120
 1987 Ehrhardt, M. C.
58.
APT vs. CAPM estimates of the return-generating function parameters for regulated public utilities.
Journal of Financial Research
1987 : FALL, VOL. 10:3, p. 227-238
 1987 Pettway, R. H.
Jordan, B. D.
59.
A test of the APT in pricing UK stocks.
Journal of Business Finance and Accounting
1987 : AUTUMN, VOL. 14:3, p. 377-391
 1987 Abeysekera, S. P.
Mahajan, A.
60.
Lease valuation when taxable earnings are a scarce resource.
Journal of Finance
1987 : SEP, VOL. 42:4, p. 987-1005
 1987 Franks, J. R.
Hodges, S. D.
61.
Arbitrage and martingales with taxation.
Journal of Political Economy
1987 : APR, VOL. 95:2, p. 371-393
 1987 Ross, S. A.
62.
Mimicking portfolios and exact arbitrage pricing. ( )
Journal of Finance
1987 : MAR, VOL. 42:1, p. 1-9
 1987 Huberman, G.
Kandel, S.
Stambaugh, R. F.
63.
An empirical investigation of the international arbitrage pricing theory. ( )
Management International Review
1987 : VOL. 27:1, p. 13-22
 1987 Christofi, A. C.
Philippatos, G. C.
64.
Some empirical evidence on the intertemporal stationarity of security return distributions.
Accounting and Business Research
1986 : WINTER, VOL. 17:65, p. 43-48
 1986 Diacogniannis, G. P.
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