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A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

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References

1976The arbitrage theory of capital asset pricing7,081 cited
1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
1980An Empirical Investigation of the Arbitrage Pricing Theory1,249 cited
1972Portfolio Theory and Capital Markets.1,221 cited
1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited

Cited by

1985Approximate Factor Structures: Interpretations and Implications for Empirical Tests32 cited
1995Chapter 4 The arbitrage pricing theory and multifactor models of asset returns29 cited
1993Explaining the Cross-Section of Returns via a Multi-Factor APT Model29 cited
1988An Empirical Test of the Arbitrage Pricing Theory on Australian Stock Returns 1974‐8525 cited
1993A Semiautoregression Approach to the Arbitrage Pricing Theory25 cited
2005Theory of Valuation: Overview and Recent Developments24 cited

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