search query: @indexterm arbitrage pricing theory / total: 66
references: 1-10 / 66
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1.
The risk and return of arbitrage in dual-listed companies
Review of finance
2009 : VOL 13:3 p. 495-520
 2009 Jong, A. de
Rosenthal, L.
Dijk, M.A. van
2.
How common are common return factors across the NYSE and Nasdaq?
Journal of Financial Economics
2008 : DEC, VOL 90:3, p. 252-271
 2008 Goyal, A.
Perignon, C.
Villa, C.
3.
Exchange rates and the conversion of currency-specific risk premia
European Financial Management
2007 : SEP, VOL. 13:4, p. 672-701
 2007 Eisenberg, A.
Rudolf, M.
4.
Mixing and matching: Prospective financial sector mergers and market valuation
Journal of Banking and Finance
2001 : DEC, VOL. 25:12, p. 2367-2392
 2001 Estrella, A.
5.
Is beta dead or alive?
Journal of Business Finance and Accounting
2000 : APR/MAY, VOL. 27:3&4, p. 283-311
 2000 Hsia, C.-C.
Fuller, B.
Chen, B.Y.J.
6.
A discrete-time approach to arbitrage-free pricing of credit derivatives
Management Science
2000 : JAN, VOL. 46:1, p. 46-62
 2000 Das, S.R.
Sundaram, R.K.
7.
Kapitalmarkttheoretische Ansätze zur Bewertung von Aktien: Entwicklung und Stand der Arbitrage Pricing Theory
Zeitschrift für Betriebswirtschaft
1998 : ERGÄNZUNGSHEFT 2/98, p. 75-99
 1998 Lockert, G.
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.
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