Multivariate regression tests of the arbitrage pricing theory: An instrumental variable approach

K. C. John Wei, Cheng F. Lee, Andrew H. Chen

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	191-208
Journal	Review of Quantitative Finance and Accounting
Volume	1
Publication status	Published - 1991

Cite this

@article{79908036d9a04ea3baf8a2a9b6f7c99b,

title = "Multivariate regression tests of the arbitrage pricing theory: An instrumental variable approach",

author = "Wei, \{K. C. John\} and Lee, \{Cheng F.\} and Chen, \{Andrew H.\}",

year = "1991",

language = "English",

volume = "1",

pages = "191--208",

journal = "Review of Quantitative Finance and Accounting",

issn = "0924-865X",

publisher = "Springer New York",

}