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New Tests of the APT and Their Implications
Data up to Jan 2025
Published1985
Citations81
References6
Total Citations Per Year
Abstract
References (6)
An Empirical Investigation of the Arbitrage Pricing Theory
1980 • 1,152 citations
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
1984 • 290 citations
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
1984 • 81 citations
Capital market theory and the pricing of financial securities
1987 • 40 citations
Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory
1985 • 40 citations
An empirical examination of the implications of arbitrage pricing theory
1985 • 31 citations
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