Testing the arbitrage pricing theory on the Tehran stock exchange

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Testing the arbitrage pricing theory on the Tehran stock exchange

The equilibrium-pricing model using Arbitrage Pricing Theory (APT) has become one of the central models of modern financial theory. However, the APT is too general in determining the factors which influences expected returns. Many empirical studies on the APT have already been conducted in free ent...

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Bibliographic Details
Main Author:	Sabetfar, Pooyar
Format:	Thesis
Language:	English
Published:	2011
Subjects:	Arbitrage - Econometric models Stock exchanges - Iran Islam - Economic aspects - Iran
Online Access:	http://psasir.upm.edu.my/id/eprint/39660/ http://psasir.upm.edu.my/id/eprint/39660/2/FEP%202011%2019R.pdf

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