Work

A Semiautoregression Approach to the Arbitrage Pricing Theory

Year: 1993

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1993.tb04729.x

Author: JIANPING MEI

Institutions: Princeton University, New York University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009406276

FWCI: 4.118

Cites: 30

Cited by: 25

Related to: 10