Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market

Author: Boinet V.   Gregoriou A.   Ioannidis C.  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.18, Iss.15, 2008-08, pp. : 1221-1231

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Abstract