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- W778312479 abstract "This paper reviews recent empirical work concerning the number and macroeconomic nature of the priced Arbitrage Pricing Theory (APT) factors on the Johannesburg Stock Exchange (JSE). As a consolidation of prior factor analytic and prespecified variable findings, a brief empirical component is presented with the intention of distilling a simple graphic depiction of the ‘macroeconomic risk structure’ of the Johannesburg Stock Exchange over the period 1965–1995." @default.
- W778312479 created "2016-06-24" @default.
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- W778312479 date "1998-01-01" @default.
- W778312479 modified "2023-09-25" @default.
- W778312479 title "Unifying the factor analytic and prespecified variable approaches to APT factor identification on the Johannesburg Stock Exchange" @default.
- W778312479 cites W1640938353 @default.
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- W778312479 doi "https://doi.org/10.1080/10291954.1998.11435078" @default.
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