Heterogeneous time varying transaction costs and asset pricing in international equity markets
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 23 (2009)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=119763
Asset pricing; Bid-ask spreads; Heterogeneity; GMM; C23; G12;
Find related papers by JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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