Sensitivity of the APT/Factor Analytic Procedures to Alternative Holding Period Specifications: An Empirical Investigation

Authors

Ahmad Etebari, University of New Hampshire, DurhamFollow
James O. Horrigan, University of New Hampshire, Durham

Department

Accounting and Finance

Publication Date

1-1-1986

Journal Title

Journal of Midwest Finance Association

Document Type

Article

Recommended Citation

Etebari, A. Sensitivity of the APT/Factor Analytic Procedures to Alternative Holding Period Specifications: An Empirical Investigation, (w/J. Horrigan) Journal of Midwest Finance Association, v. 15, '86.