Bibliografía

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• PALACIOS, J. (1973): The stock market in Spain: test of efficiency and capital market theory, Tesis doctoral no publicada, Stanford University.

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• SHUKLA, R. and C. TRZCINKA (1990): "Sequential tests of the arbitrage pricing theory: a comparison of principal components and maximum likelihood factors", Journal of finance, Diciembre, págs. 1541-1564.

• STAMBAUGH, R.F. (1982): "On the exclusion of assets from tests of the two-parameter model: a sensitivity analysis", Journal of financial economics, Noviembre, págs. 237-268.