Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors
| Year of publication: |
1993
|
|---|---|
| Authors: | Chen, Su-Jane ; Jordan, Bradford D. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 17.1993, 1, p. 65-89
|
| Publisher: |
Elsevier |