Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market

Author： Gregoriou Andros   Ioannidis Christos  

Publisher： Springer Publishing Company

ISSN： 0377-7332

Source： Empirical Economics, Vol.32, Iss.1, 2007-04, pp. : 19-39

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