search query: @indexterm arbitrage pricing theory / total: 66
references: 8-17 / 66
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8.
Factor analysis and arbitrage pricing in large asset economies
Journal of Economic Theory
1998 : FEB, VOL. 78:2, p. 231-262
 1998 Al-Najjar, N. I.
9.
A multibeta representation theorem for linear asset pricing theories.
Journal of Financial Economics
1997 : DEC, VOL. 46:3, p. 357-381
 1997 Nawalkha, S. K.
10.
Pricing of futures contracts on coupon bonds: Empirical evidence from Finland
European Financial Management
1997 : NOV, VOL. 3:3, p. 321-332
 1997 Käppi, J.
11.
Ross' APT ist gescheitert. Was nun?
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1997 : VOL. 49:7/8, p. 644-651
 1997 Kruschwitz, A.
Löffler, A.
12.
The limits of arbitrage
Journal of Finance
1997 : MAR, VOL. 52:1, p. 35-55
 1997 Shleifer, A.
Vishny, R. W.
13.
Determination empirique des facteurs influencant les titres du secteur bancaire europeen : une approche basee sur l'APT international
Finance
1996 : JUN, Vol. 17:1, p 79-112
 1996 Seiler, R.
14.
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes.
Journal of Banking and Finance
1996 : JUN, VOL. 20:5, p. 871-890
 1996 Priestley, R.
15.
On the impact of infrequent trading on the APT systematic risk components - evidence from a thin security market
European Journal of Operational Research
1996 : JAN 6, VOL. 88:1, p. 23-27
 1996 Martikainen, T.
16.
Do arbitrage pricing models explain the predictability of stock returns?
Journal of Business
1995 : JUL, VOL. 68:3, p. 309-350
 1995 Ferson, W.
Korajczyk, R.
17.
Data frequency and the number of factors in stock returns
Journal of Banking and Finance
1995 : SEP, VOL. 19:6, p. 987-1003
 1995 Huang, R.
Jo, H.
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