AN EMPIRICAL-INVESTIGATION OF THE ARBITRAGE PRICING THEORY

被引：417

作者：

ROLL, R ^{[1
]}

ROSS, SA ^{[1
]}

机构：

[1] YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.2307/2327087

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1073 / 1103

页数：31

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