Valuation of risky assets in arbitrage-free economies with transactions costs
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 9 (1981)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Pontiff, Jeffrey, 2006. "Costly arbitrage and the myth of idiosyncratic risk," Journal of Accounting and Economics, Elsevier, vol. 42(1-2), pages 35-52, October.
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