Title:

An Autoregressive Approach of the Arbitrage Pricing Model to the Portuguese Stock Market

Authors:

Maria Helena Ferreira Pinto (U Fernando Pessoa, Manchester Business School)
Manuel Rocha Armada (U Minho)

Journal:

International Journal Of Business

Year:

2002

Volume:

7

Pages:

37-52

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates