Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market
| Year of publication: |
2007
|
|---|---|
| Authors: | Gregoriou, Andros ; Ioannidis, Christos |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 32.2007, 1, p. 19-39
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Asset pricing | Bid–ask spreads | GMM | VAR |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759474