Testing the arbitrage pricing theory in the United Kingdom
Year of publication: |
1986
|
---|---|
Authors: | Beenstock, Michael |
Other Persons: | Chan, Kam-fai (contributor) |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 48.1986, 2, p. 121-141
|
Subject: | Portfolio-Management | Portfolio selection | Großbritannien | United Kingdom | 1962-1981 |
-
Stock return anomalies and the tests of the APT
Gültekin, Mustafa N., (1987)
-
Systematic risk, total risk and size as determinants of stock market returns
Lakonishok, Josef, (1986)
-
Some further evidence on the stochastic properties of systematic risk
Collins, Daniel W., (1987)
- More ...
-
Bias and efficiency in exchange rate forecasting in the United Kingdom
Beenstock, Michael, (1983)
-
The determinants of the money multiplier in the United Kingdom
Beenstock, Michael, (1986)
-
Testing asset pricing theories in the U.K. securities market 1962-1981
Beenstock, Michael, (1984)
- More ...