An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering,W. ; Verbeek,M.J.C.M.
Marquering,W.
Verbeek,M.J.C.M.
Abstract
Description
Pagination: 22
Date
1999
Journal Title
Journal ISSN
Volume Title
Publisher
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
Marquering, W & Verbeek, M J C M 1999, 'An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence', Journal of Empirical Finance, vol. 6, no. 3, pp. 243-265.
