Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors

B-Tier
Journal: Journal of Banking & Finance
Year: 1993
Volume: 17
Issue: 1
Pages: 65-89

Authors (2)

Chen, Su-Jane (not in RePEc) Jordan, Bradford D. (University of Kentucky)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:17:y:1993:i:1:p:65-89
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25