An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Year of publication: |
1999
|
---|---|
Authors: | Marquering, Wessel A. ; Verbeek, Marno |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6.1999, 3, p. 243-265
|
Subject: | Aktienmarkt | Stock market | CAPM | Transaktionskosten | Transaction costs | Intertemporales Gleichgewicht | Intertemporal equilibrium | Theorie | Theory | Schätzung | Estimation | USA | United States | 1959-1993 |
-
Large scale mean-variance strategies in the U.S. stock market
Pezzo, Luca, (2023)
-
Gregoriou, A., (2003)
-
Kajuth, Florian, (2011)
- More ...
-
The economic value of predicting stock index returns and volatility
Marquering, Wessel A., (2000)
-
Marquering, Wessel A., (1998)
-
The economic value of predicting stock index returns and volatility
Marquering, Wessel A., (2000)
- More ...