Work

A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

Year: 1982

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1982.tb03596.x

Author: J. D. JOBSON

Institutions: University of North Carolina at Chapel Hill, University of Alberta

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2028115657

FWCI: 10.21

Cites: 15

Cited by: 40

Related to: 10