International Arbitrage Pricing Theory: An Empirical Investigation

• 1 June 1986
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 41  (2) , 313-329
• https://doi.org/10.2307/2328437

Abstract

Keywords

• FACTOR ANALYSIS
• BATTERY FACTOR
• APT
• ARBITRAGE PRICING THEORY
• INTERNATIONALLY
• SECTIONAL TEST