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

1999 ◽  
Vol 6 (3) ◽  
pp. 243-265 ◽  
Author(s):  
Wessel Marquering ◽  
Marno Verbeek
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Empirical Analysis ◽  
Pricing Models ◽  
Habit Persistence ◽  
Asset Pricing Models ◽  
Intertemporal Asset Pricing

Asset Pricing Models and Anomalies: An Empirical Analysis

2018 ◽  
Author(s):  
Arber Demaj ◽  
Bora Oskay ◽  
Betim Lushtaku ◽  
Thedo Linssen
Keyword(s):  
Asset Pricing ◽  
Empirical Analysis ◽  
Pricing Models ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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