Heterogenous time varying transaction costs and asset pricing in international equity markets
Year of publication: |
2009
|
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Authors: | Gregoriou, Andros ; Ioannidis, Christos ; Ghosh, Sugata |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 23.2009, 3, p. 271-283
|
Subject: | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Internationaler Finanzmarkt | International financial market |
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