THE ARBITRAGE PRICING THEORY - IS IT TESTABLE

被引：71

|

作者：

SHANKEN, J

机构：

来源：

JOURNAL OF FINANCE | 1982年 / 37卷 / 05期

关键词：

D O I：

10.2307/2327839

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：1129 / 1140

页数：12

相关论文

共 50 条

[1] OPTION PRICING AND THE ARBITRAGE PRICING THEORY
CHANG, JSK
SHANKER, L
[J]. JOURNAL OF FINANCIAL RESEARCH, 1987, 10 (01) : 1 - 16
[2] Uncertainty and the arbitrage pricing theory
McKiernan B.
[J]. Atlantic Economic Journal, 1997, 25 (3) : 307 - 311
[3] INTERTEMPORAL ARBITRAGE PRICING THEORY
REISMAN, H
[J]. REVIEW OF FINANCIAL STUDIES, 1992, 5 (01): : 105 - 122
[4] ON TESTS OF THE ARBITRAGE PRICING THEORY
FRANKE, G
[J]. OR SPEKTRUM, 1984, 6 (02): : 109 - 117
[5] THE ARBITRAGE PRICING THEORY AND SUPERSHARES
LATHAM, M
[J]. JOURNAL OF FINANCE, 1989, 44 (02): : 263 - 281
[6] Measuring the pricing error of the arbitrage pricing theory
Geweke, J
Zhou, GF
[J]. REVIEW OF FINANCIAL STUDIES, 1996, 9 (02): : 557 - 587
[7] INTERNATIONAL ARBITRAGE PRICING THEORY
SOLNIK, B
[J]. JOURNAL OF FINANCE, 1983, 38 (02): : 449 - 457
[8] THE MAGNITUDE OF PRICING ERRORS IN THE ARBITRAGE PRICING THEORY
ROBIN, A
SHUKLA, R
[J]. JOURNAL OF FINANCIAL RESEARCH, 1991, 14 (01) : 65 - 82
[9] THE PRICING OF FUTURES CONTRACTS AND THE ARBITRAGE PRICING THEORY
CHANG, JSK
LOO, JCH
CHANG, CCW
[J]. JOURNAL OF FINANCIAL RESEARCH, 1990, 13 (04) : 297 - 306
[10] THE EMPIRICAL FOUNDATIONS OF THE ARBITRAGE PRICING THEORY
LEHMANN, BN
MODEST, DM
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1988, 21 (02) : 213 - 254

← 1 2 3 4 5 →