A TEST OF THE ARBITRAGE PRICING THEORY USING ACCOUNTING INFORMATION

被引：3

作者：

MARTIKAINEN, T

YLIOLLI, P

机构：

[1] University of Vaasa

来源：

ECONOMICS LETTERS | 1990年 / 34卷 / 01期

关键词：

D O I：

10.1016/0165-1765(90)90181-Y

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this note we present a method to test the Arbitrage Pricing Theory (APT) using aggregated accounting information. Empirical evidence indicates that this method offers a fruitful way to test the APT. © 1990.

引用

页码：55 / 59

页数：5

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