Test of intertemporal variability of APT in a volatile economy
The main objective of this study provides test of APT for Tehran stock market and also attempt to find the relevant factors that price the stock returns over time. Tests conducted using the principal component analysis and canonical correlation model showed that at least one to three factors can ex...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Greener Journals
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/28401/1/Test%20of%20intertemporal%20variability%20of%20APT%20in%20a%20volatile%20economy.pdf http://psasir.upm.edu.my/id/eprint/28401/ http://www.gjournals.org/GJMBS/gjbms-archive/vol-39dec-2013.html |
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