An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Wessel Marquering and Marno Verbeek

Journal of Empirical Finance, 1999, vol. 6, issue 3, 243-265

Date: 1999
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Related works:
Working Paper: An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence (1998)
Working Paper: An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:6:y:1999:i:3:p:243-265

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