Question: B. MCELROYS, orting Out Risks Using Known APT Factors, Financial Analysts Journal, 44 (March-April 1988), 29-42. BRENNAN, MICHAEL J., TARUNC HORDMa,n d AVANDIDHAR SURRAHMANYAAMlte, rnative

B. MCELROY"S, orting Out Risks Using Known APT Factors," Financial Analysts Journal, 44

(March-April 1988), 29-42.

BRENNAN, MICHAEL J., TARUNC HORDMa,n d AVANDIDHAR SURRAHMANY"AAMlte, rnative Factor Specifications, Security Characteristics, and the Cross-Section of Expected Stock Returns,"

Journal of Financial Economics, 49 (September 1998), 345-73.

CHEN, NAI-Fu, "Some Empirical Tests of the Theory of Arbitrage Pricing," rournal of Finance, 38

(December 1983), 1194.

CHEN,N AI-Fu, RICHARD ROLL, and STEPHEAN. ROSS,

"Economic Forces and the Stock Market,"

Journal of Business, 59 (July 1986), 383-403.

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