An autoregressive approach of the arbitrage pricing model to the Portuguese stock market

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

Original language	English
Pages (from-to)	37-52
Number of pages	15
Journal	International Journal of Business
Volume	7
Issue number	2
Publication status	Published - 2002

Keywords

@article{f93eeb00da1b4075873723bb8c901814,

title = "An autoregressive approach of the arbitrage pricing model to the Portuguese stock market",

keywords = "stock market, Portugal, finance, business",

author = "H. Pinto and M. Armada",

year = "2002",

language = "English",

volume = "7",

pages = "37--52",

journal = "International Journal of Business",

issn = "1083-4346",

publisher = "Chaoyang University of Technology",

number = "2",

}

TY - JOUR

T1 - An autoregressive approach of the arbitrage pricing model to the Portuguese stock market

AU - Pinto, H.

AU - Armada, M.

PY - 2002

Y1 - 2002

KW - stock market

KW - Portugal

KW - finance

KW - business

UR - http://www.craig.csufresno.edu/IJB/index.htm

M3 - Article

SN - 1083-4346

VL - 7

SP - 37

EP - 52

JO - International Journal of Business

JF - International Journal of Business

IS - 2

ER -