GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market /
Gregoriou, A.(Andros),1977-
Ioannidis, C.(Christos)
Brunel University.Department of Economics and Finance.
Uxbridge : Brunel University, Dept. of Economics and Finance,
2003.
Includes bibliographical references,
Stocks
Corporations
Moments method (Statistics)
Transaction costs.