Asset Trading, Transaction Costs and the Equity Premium
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- Erdem Basci, 2002. "Bond Premium in Turkey," Working Papers 0207, Department of Economics, Bilkent University.
- Jagjeev Dosanjh, 2017. "Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2017, September.
- Mark A. Hooker, 1996. "Maturity structure of term premia with time-varying expected returns," Working Papers 96-4, Federal Reserve Bank of Boston, revised 1996.
- Marquering, Wessel & Verbeek, Marno, 1999.
"An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence,"
Journal of Empirical Finance, Elsevier, vol. 6(3), pages 243-265, September.
- Wessel Marquering & Marno Verbeek, 1998. "An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence," Working Papers of Department of Economics, Leuven ces9824, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Gregoriou, Andros & Nguyen, Ngoc Dung, 2010. "Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 267-274, July.
- repec:uts:finphd:34 is not listed on IDEAS
- Bellelah, M.A. & Bellelah, M.O. & Ben Ameur, H. & Ben Hafsia, R., 2017. "Does the equity premium puzzle persist during financial crisis? The case of the French equity market," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 851-866.
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