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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| フォーマット: | 学位論文 |
| 言語: | 英語 |
| 出版事項: |
2011
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| 主題: | |
| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/39660/2/FEP%202011%2019R.pdf |