Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies: An empirical investigation of the robustness of the arbitrage pricing theory
Year of publication: |
1994
|
---|---|
Authors: | Priestley, R |
Other Persons: | Garrett, I (contributor) ; Antoniou, T (contributor) |
Publisher: |
School of Social Sciences Theses |
Subject: | Arbitrage pricing theory (APT) | Approximate factor structure | Capital asset pricing model (CAPM) | UK stock market | Seasonal patterns |
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