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The empirical foundations of the arbitrage pricing theory

Data up to Jan 2025

Published1988
Citations388
References47

Total Citations Per Year

Abstract

References (47)

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1982 • 532 citations

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1983 • 499 citations

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1985 • 460 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 369 citations

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1984 • 333 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 314 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

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1982 • 256 citations

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1987 • 233 citations

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1980 • 227 citations

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1987 • 204 citations

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1983 • 187 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

An explicit bound on individual assets' deviations from APT pricing in a finite economy

1983 • 158 citations

Mean-Variance Spanning

1987 • 137 citations

Yes, The APT Is Testable

1985 • 120 citations

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1975 • 111 citations

Multi‐Beta CAPM or Equilibrium‐APT?: A Reply

1985 • 102 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 95 citations

Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note

1983 • 89 citations

Nonsynchronous Data and the Covariance‐Factor Structure of Returns

1987 • 70 citations

Mimicking Portfolios and Exact Arbitrage Pricing

1987 • 67 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 59 citations

The Arbitrage Pricing Theory: Is it Testable?

1982 • 49 citations

A simple examination of the empirical relationship between dividend yields and deviations from the CAPM

1983 • 46 citations

A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

1983 • 38 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 38 citations

Multi-Beta CAPM or Equilibrium-APT?: A Reply

1985 • 36 citations

An empirical examination of the implications of arbitrage pricing theory

1985 • 31 citations

Nonsynchronous Data and the Covariance-Factor Structure of Returns

1987 • 20 citations

Yes, The APT is Testable

1985 • 16 citations

Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note

1983 • 15 citations

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The empirical foundations of the arbitrage pricing theory (1988) – Journal of Financial Economics | Metascience Observatory Explorer