GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market is a book. It was written by Andros Gregoriou and published by Brunel University, Dept. of Economics and Finance in 2003.
Key facts
- author: Andros Gregoriou
- publication date: 2003
- book publisher: Brunel University, Dept. of Economics and Finance
- book series: Discussion paper
- book subjects: Transaction costs, Moments method(Statistics), Stocks-Prices-Great Britain
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"GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market" is one of the books by Andros Gregoriou, books by Brunel University, Dept. of Economics and Finance and 2,617,384 books in our database.
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