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GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market

A. Gregoriou

Publication Data

Title GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Author A. Gregoriou
Contributors C. Ioannidis, C. Ioannidis
Publisher Brunel University, Dept. of Economics and Finance
Publication date 2003
Publication location Uxbridge
Language English

Topics

Stocks :: Prices :: Great Britain
Corporations :: Great Britain :: Valuation :: Statistical methods
Moments method (Statistics)
Transaction costs

Catalogue Data

OBNB ID GBA369568
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 33 p.
P1042 Includes bibliographical references.

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GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market by A. Gregoriou. Published by Brunel University, Dept. of Economics and Finance in 2003. Publication and catalogue information, links to buy online and reader comments.