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 journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	243-265
Number of pages	22
Journal	Journal of Empirical Finance
Volume	6
Issue number	3
Publication status	Published - 1999

Cite this

@article{4cf935c0658d49ec9c2707cd43013f31,

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",

}