GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market
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- A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market," Public Policy Discussion Papers 03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2004-07-18 (Accounting & Auditing)
- NEP-ALL-2004-07-18 (All new papers)
- NEP-FIN-2004-07-18 (Finance)
- NEP-FMK-2004-07-18 (Financial Markets)
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