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An empirical examination of the Arbitrage Pricing Theory · Study

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ArticleAn empirical examination of the Arbitrage Pricing Theory

Yasushi Hamao1988

Article1988

An empirical examination of the Arbitrage Pricing Theory

277 citations·0/0 files stored·Japan and the World Economy

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1986Economic Forces and the Stock Market 1980An Empirical Investigation of the Arbitrage Pricing Theory 1984A comparison of inflation forecasts 1983Some Empirical Tests of the Theory of Arbitrage Pricing

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2002Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries 1999Oil price risk and the Australian stock market 2008Spillover effect of US dollar exchange rate on oil prices 2011Oil price shocks and industry stock returns 2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence 1999Causal relations among stock returns and macroeconomic variables in a small, open economy 2011Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries 2003Macroeconomic variables and the Malaysian equity market

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1991MACROECONOMIC FACTORS AND THE UK STOCK MARKETarticle · 5 shared references 1993Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factorsarticle · 5 shared references 1993The Arbitrage Pricing Theory and Multifactor Models of Asset Returnspreprint · 5 shared references 1997Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factorsarticle · 5 shared references 2017Macroeconomic Forces and Arbitrage Pricing Theoryarticle · 5 shared references 1995Chapter 4 The arbitrage pricing theory and multifactor models of asset returnschapter · 5 shared references

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Year1988

Typearticle

Published1988-10-01

VenueJapan and the World Economy

ISSN-L0922-1425

Languageen

Citations277

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0922-1425(88)90005-9

openalex_workW1496575647

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