Arbitrage Pricing Theory: Evidence From An Emerging Stock Market
نویسندگان
چکیده
منابع مشابه
application of the arbitrage pricing theory using macroeconomic variables in the tehran stock market exchange
the purpose of this research is investigation of application of the arbitrage pricing theory and effect of unanticipated changes in a set of macroeconomic variables such as inflation rate, money supply, exchange rate, oil price, term structure and industrial production on expected security return in tehran stock exchange. in this research, data are analyzed quarterly for the period of 1997-2008...
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ژورنال
عنوان ژورنال: THE LAHORE JOURNAL OF ECONOMICS
سال: 2005
ISSN: 1811-5446
DOI: 10.35536/lje.2005.v10.i1.a8