Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs : evidence from the UK stock market
Andros Gregoriou; Christos Ioannidis
| Year of publication: |
2007
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|---|---|
| Authors: | Gregoriou, Andros ; Ioannidis, Christos |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 32.2007, 1, p. 19-39
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| Subject: | CAPM | Geld-Brief-Spanne | Bid-ask spread | Konsum | Consumption | Momentenmethode | Method of moments | Transaktionskosten | Transaction costs | VAR-Modell | VAR model | Aktienmarkt | Stock market | Großbritannien | United Kingdom | 1980-200 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003458727