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1
Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913
Prakash, Gauri
;
Taylor, Alan M.
-
1997
Persistent link: https://www.econbiz.de/10000630582
Saved in:
2
Calculating the equity cost of capital using the APT : the impact of the ERM
Antoniou, Antonios
;
Garrett, Ian
;
Priestley, Richard
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 949-965
Persistent link: https://www.econbiz.de/10001381763
Saved in:
3
Style-investing auf europäischen Aktienmärkten : eine empirische Analyse bewertungsrelevanter Fundamentalfaktoren
Paulus, Helmut
-
1997
Persistent link: https://www.econbiz.de/10013438293
Saved in:
4
Market price of risk specifications for affine models :
theory
and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
5
Two essays on general equilibrium foundation of finance
Siwik, Thomas
-
2002
Persistent link: https://www.econbiz.de/10001686174
Saved in:
6
Stability of the arbitrage pricing
theory
model factors
Hays, Patrick A.
- In:
Quarterly journal of business and economics : QJBE
36
(
1997
)
2
,
pp. 71-81
Persistent link: https://www.econbiz.de/10001223199
Saved in:
7
An empirical investigation into arbitrage and approximate K-factor structure on large asset markets
Luedecke, Bernd P.
-
1984
Persistent link: https://www.econbiz.de/10000992579
Saved in:
8
The pricing of time-varying beta
González-Rivera, Gloria
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
3
,
pp. 345-363
Persistent link: https://www.econbiz.de/10001227195
Saved in:
9
Real estate and the arbitrage pricing
theory
: macrovariables vs. derived factors
Chen, Su-Jane
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
3
,
pp. 505-523
Persistent link: https://www.econbiz.de/10001228414
Saved in:
10
On the implications of leverage adjustments in the framework of arbitrage pricing
theory
under Modigliani-Miller propositions
Conine, Thomas E.
- In:
Advances in quantitative analysis of finance and …
5
(
1997
),
pp. 87-95
Persistent link: https://www.econbiz.de/10001230052
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