TESTING ARBITRAGE PRICING THEORY AND COMPARING IT WITH CAPITAL ASSET PRICING THEORY IN TEHRAN STOCK EXCHANGE

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MOHSSENI DEMNEH GHASSEM

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Paper Information

Journal: ECONOMIC RESEARCH REVIEW Year:2009 | Volume:- | Issue:5 (SUPPLEMENT) Page(s): 71-93

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Information Journal Paper

Title

TESTING ARBITRAGE PRICING THEORY AND COMPARING IT WITH CAPITAL ASSET PRICING THEORY IN TEHRAN STOCK EXCHANGE

Author(s)

MOHSSENI DEMNEH GHASSEM | Issue Writer Certificate

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Abstract

In this paper, the Arbitrage Pricing Theory is tested in Tehran Stock Exchange, and compared to Capital Asset Princing Model. Factor Analysis is used to test Arbitrage Pricing Theory. The models are compared in two ways: one by comparing the estemated models, and second by using factores of each model to discrible the residual of another one.

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APA: Copy

MOHSSENI DEMNEH, GHASSEM. (2009). TESTING ARBITRAGE PRICING THEORY AND COMPARING IT WITH CAPITAL ASSET PRICING THEORY IN TEHRAN STOCK EXCHANGE. ECONOMIC RESEARCH REVIEW, -(5 (SUPPLEMENT)), 71-93. SID. https://sid.ir/paper/66999/en

Vancouver: Copy

MOHSSENI DEMNEH GHASSEM. TESTING ARBITRAGE PRICING THEORY AND COMPARING IT WITH CAPITAL ASSET PRICING THEORY IN TEHRAN STOCK EXCHANGE. ECONOMIC RESEARCH REVIEW[Internet]. 2009;-(5 (SUPPLEMENT)):71-93. Available from: https://sid.ir/paper/66999/en

IEEE: Copy

GHASSEM MOHSSENI DEMNEH, “TESTING ARBITRAGE PRICING THEORY AND COMPARING IT WITH CAPITAL ASSET PRICING THEORY IN TEHRAN STOCK EXCHANGE,” ECONOMIC RESEARCH REVIEW, vol. -, no. 5 (SUPPLEMENT), pp. 71–93, 2009, [Online]. Available: https://sid.ir/paper/66999/en

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