ECONOMIC FORCES AND THE STOCK-MARKET

被引：1979

作者：

CHEN, NF

ROLL, R

ROSS, SA

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

[2] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1086/296344

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：383 / 403

页数：21

共 17 条

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[12]

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[16] AN EMPIRICAL-INVESTIGATION OF THE ARBITRAGE PRICING THEORY [J].

ROLL, R ;

ROSS, SA .

[17] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J].

ROSS, SA .