Some Empirical Tests of the Theory of Arbitrage Pricing

• 1 December 1983
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 38  (5) , 1393-1414
• https://doi.org/10.2307/2327577

Abstract

Keywords

• ARBITRAGE PRICING THEORY
• EMPIRICAL TESTS
• APT
• FACTOR LOADINGS
• ROSS'S ARBITRAGE