Macroeconomic Variables as Common Pervasive Risk Factors and the Empirical Content of the APT

Ian Garrett, A G Antoniou, R. Priestley

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

Original language	English
Journal	Journal of Empirical Finance
Volume	5
Publication status	Published - 1998

Cite this

@article{8588af5c177d4c6fab5ede630c4efb5d,

title = "Macroeconomic Variables as Common Pervasive Risk Factors and the Empirical Content of the APT",

author = "Ian Garrett and Antoniou, \{A G\} and R. Priestley",

year = "1998",

language = "English",

volume = "5",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier BV",

}