search query: @indexterm arbitrage pricing theory / total: 66
reference: 13 / 66
| Author: | Seiler, R. |
| Title: | Determination empirique des facteurs influencant les titres du secteur bancaire europeen : une approche basee sur l'APT international |
| Journal: | Finance
1996 : JUN, Vol. 17:1, p 79-112 |
| Index terms: | ARBITRAGE PRICING THEORY RETURN ON INVESTMENT BANKS STOCK RETURNS EUROPE |
| Language: | fre |
| Abstract: | Factors generating the return of European banking industry stocks : an empirical investigation based on the international APT. This study focuses on the factors generating the monthly returns of 128 stocks of the european banking industry (12 countries are represented, including Switzerland).Use of the Solnik's International APT. |
SCIMA