A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

• 1 September 1982
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 37  (4) , 1037-1042
• https://doi.org/10.2307/2327765

Abstract

Keywords

• MULTIPLE REGRESSION
• ARBITRAGE PRICING THEORY
• PERFORMANCE POTENTIAL
• MULTIVARIATE LINEAR REGRESSION
• APT