Do assumptions about factor structure matter in empirical tests of the APT?

Ian Garrett, Richard Priestley

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	249-260
Number of pages	11
Journal	Journal of Business Finance and Accounting
Volume	24
Issue number	2
DOIs	https://doi.org/10.1111/1468-5957.00103
Publication status	Published - Mar 1997

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@article{326e2fb70c5f403aa3c7de5aae7f4952,

title = "Do assumptions about factor structure matter in empirical tests of the APT?",

author = "Ian Garrett and Richard Priestley",

year = "1997",

month = mar,

doi = "10.1111/1468-5957.00103",

language = "English",

volume = "24",

pages = "249--260",

journal = "Journal of Business Finance and Accounting",

issn = "1468-5957",