Robust Application of the Arbitrage Pricing Theory and the Test for Volatility in the Stock Market: Evidence from Nigeria

Arbitrage Pricing ◽

Pricing Theory ◽

Russian Stock Market

Testing the arbitrage pricing theory in an emerging stock market: the case of Mauritius

Afro-Asian J of Finance and Accounting ◽

10.1504/aajfa.2009.028912 ◽

2009 ◽

Vol 1 (4) ◽

pp. 322

Author(s):

Sunil K. Bundoo

Keyword(s):

Stock Market ◽

Arbitrage Pricing ◽

An empirical test of the arbitrage pricing theory in the Hong Kong stock market

10.5353/th_b3126351 ◽

1985 ◽

Author(s):

Moon-chuen Yuen

Keyword(s):

Hong Kong ◽

Stock Market ◽

Empirical Test ◽

Arbitrage Pricing ◽

Pricing Theory ◽

Hong Kong Stock Market

The Validity of the Arbitrage Pricing Theory in the Jordanian Stock Market

International Journal of Economics and Finance ◽

10.5539/ijef.v4n5p177 ◽

2012 ◽

Vol 4 (5) ◽

Cited By ~ 1

Author(s):

Imad Z. Ramadan

Keyword(s):

Stock Market ◽

Arbitrage Pricing ◽

Arbitrage Pricing Theory: Evidence From An Emerging Stock Market

THE LAHORE JOURNAL OF ECONOMICS ◽

10.35536/lje.2005.v10.i1.a8 ◽

2005 ◽

Vol 10 (1) ◽

pp. 123-139 ◽

Cited By ~ 3

Author(s):

Javed Iqbal ◽

Aziz Haider

Keyword(s):

Stock Market ◽

Arbitrage Pricing ◽

EVALUATING SENSITIVITY OF MACROECONOMIC FACTORS TO STOCK RETURN USING ARBITRAGE PRICING THEORY FRAMEWORK: EVIDENCE FROM INDONESIA STOCK MARKET

International Journal of Research Publications ◽

10.47119/ijrp100691120211682 ◽

2021 ◽

Vol 69 (1) ◽

Author(s):

Jonathan Evan ◽

Yanuar Dananjaya ◽

Bertha Silvia Sutejo

Keyword(s):

Stock Market ◽

Stock Return ◽

Arbitrage Pricing ◽

Macroeconomic Factors ◽

Pricing Theory ◽

Theory Framework

An Empirical Examination of the Arbitrage Pricing Theory: Evidences from the U.S. Stock Market

Journal of Modern Accounting and Auditing ◽

10.17265/1548-6583/2019.02.002 ◽

2019 ◽

Vol 15 (2) ◽

Cited By ~ 1

Author(s):

Mahdy F. Elhusseiny ◽

Nyakundi M. Michieka ◽

Benjamin Bae

Keyword(s):

Stock Market ◽

Arbitrage Pricing ◽

Empirical Examination ◽

Pricing Theory ◽

The U.S

A Test of the Arbitrage Pricing Theory in the Bombay Stock Market

FIIB Business Review ◽

10.1177/2455265820150209 ◽

2015 ◽

Vol 4 (2) ◽

pp. 45-52 ◽

Cited By ~ 1

Author(s):

Ashutosh Verma ◽

C. V. R. S. Vijaya Kumar

Keyword(s):

Stock Market ◽

Arbitrage Pricing ◽

Macroeconomic factors and the empirical content of the Arbitrage Pricing Theory in the Japanese stock market

Japan and the World Economy ◽

10.1016/j.japwor.2005.05.001 ◽

2006 ◽

Vol 18 (4) ◽

pp. 568-591 ◽

Cited By ~ 14

Author(s):

A.A. Azeez ◽

Yasuhiro Yonezawa

Keyword(s):

Stock Market ◽

Empirical Content ◽

Arbitrage Pricing ◽

Macroeconomic Factors ◽

Pricing Theory ◽

Japanese Stock Market

Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates

Journal of Business and Economic Statistics ◽

10.2307/1391415 ◽

1988 ◽

Vol 6 (1) ◽

pp. 29 ◽

Cited By ~ 54

Author(s):

Marjorie B. McElroy ◽

Edwin Burmeister

Keyword(s):

Regression Model ◽

Multivariate Regression ◽

Seemingly Unrelated Regression ◽

Arbitrage Pricing ◽

Multivariate Regression Model ◽

Unrelated Regression ◽