Asset pricing under the presence of transactions costs : evidence from the UK stock market
Year of publication: |
2004
|
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Authors: | Gregoriou, Andros ; Ioannidis, Christos |
Published in: |
Ekonomia : the journal of the Cyprus Economic Society. - Nicosia, ISSN 1025-5508, ZDB-ID 1417986-6. - Vol. 7.2004, 2, p. 139-151
|
Subject: | Börsenkurs | Share price | Transaktionskosten | Transaction costs | CAPM | Geld-Brief-Spanne | Bid-ask spread | Statistischer Test | Statistical test | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Theorie | Theory | Großbritannien | United Kingdom | 1980-2000 |
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