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
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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 5193941. - Vol. 32.2007, 1, p. 19-40
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