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From
Test of the Arbitrage Pricing Theory in the Egyptian Stock Exchange
Khairy Ali Mostafa Elgiziry, Mai Mostafa Awad
Journal of Behavioural Economics, Finance, Entrepreneurship, Accounting and Transport
.
2017
, 5(1), 30-38 doi:10.12691/jbe-5-1-4
Table 1. Summary Statistics
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Table 2. Total Variance Explained
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Table 3. Cross-Sectional Regression of average returns against factor scores coefficients
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Table 4. Total Variance Explained
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Table 5. Component Score Coefficient Matrix
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Table 6. Significance of Economic Variables
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