search query: @indexterm arbitrage pricing theory / total: 66
references: 50-59 / 66
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50.
Stock return anomalies and the tests of the APT.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1213-1224
 1987 Gultekin, M. N.
Gultekin, N. B.
51.
Tax arbitrage and the exictence of equilibrium prices for financial assets.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1143-1166
 1987 Dammon, R. M.
Green, R. C.
52.
Arbitrage, continuous trading, and margin requirements.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1129-1142
 1987 Heath, D. C.
Jarrow, R. A.
53.
An empirical analysis of the incentives to engage in costly information acquisition.
Journal of Financial Economics
1987 : MAR, VOL. 18:1, p. 111-126
 1987 Larcker, D. F.
Lys, T.
54.
Managing acquisitions of strategic business units with the aid of the arbitrage pricing model. (!Strategic business units)
Academy of Management Review
1987 : OCT, VOL. 12:4, p. 676-685
 1987 Kroll, M.
Caples, S.
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.
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