Test of intertemporal variability of APT in a volatile economy

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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Bibliographic Details
Main Authors: Sabetfar, Pooya, Cheng, Fan Fah
Format: Article
Language:English
Published: Greener Journals 2013
Online Access:http://psasir.upm.edu.my/id/eprint/28401/
http://psasir.upm.edu.my/id/eprint/28401/1/Test%20of%20intertemporal%20variability%20of%20APT%20in%20a%20volatile%20economy.pdf

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