مرکز منطقه ای اطلاع رساني علوم و فناوري - An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Title of article :

An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Author/Authors :

Wessel Marquering، نويسنده , , Marno Verbeek، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1999

Pages :

From page :

243

To page :

265

Keywords :

Habit persistence , Pricing errors , Intertemporal asset pricing , Transaction costs

Journal title :

Journal of Empirical Finance

Serial Year :

1999

Journal title :

Journal of Empirical Finance

Record number :

130646

Link To Document :