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

W. Marquering, M.J.C.M. Verbeek

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)243-265
Number of pages22
JournalJournal of Empirical Finance
Volume6
Issue number3
Publication statusPublished - 1999

Cite this

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title = "An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence",
author = "W. Marquering and M.J.C.M. Verbeek",
note = "Pagination: 22",
year = "1999",
language = "English",
volume = "6",
pages = "243--265",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier",
number = "3",

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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence. / Marquering, W.; Verbeek, M.J.C.M.

In: Journal of Empirical Finance, Vol. 6, No. 3, 1999, p. 243-265.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

AU - Marquering, W.

AU - Verbeek, M.J.C.M.

N1 - Pagination: 22

PY - 1999

Y1 - 1999

M3 - Article

VL - 6

SP - 243

EP - 265

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

SN - 0927-5398

IS - 3

ER -