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We investigated the arbitrage pricing theory by using factorial analysis technique. Factor loadings were derived from variance-covariance matrix of odd-week returns and used in a regression model with the mean value of odd-week returns as a dependant variable to generate an equilibrium equation (ris...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2006-02-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_18607_3b8a392f002327a720b4387e1c56269e.pdf |
