Some empirical tests in the Arbitrage Pricing Theory: Macrovariables vs. derived factors
Year of publication: |
1993
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Authors: | Chen, S.-J. ; Jordan, B.D. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 17.1993, 1, p. 65-90
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