An Empirical Investigation of the Arbitrage Pricing Theory

• 1 December 1980
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 35  (5) , 1073-1103
• https://doi.org/10.2307/2327087

Abstract

Keywords

• ESTIMATED EXPECTED RETURNS
• EQUITIES
• PRICING THEORY
• ARBITRAGE PRICING
• THEORY EMPIRICAL
• EMPIRICAL INVESTIGATION
• EMPIRICAL TESTS
• FACTOR LOADINGS