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Asset Pricing Restrictions on Predictability: Frictions Mat..:

de Roon, Frans ; Szymanowska, Marta
Management Science. 58 (2012) 10 - p. 1916-1932 , 2012

Link: https://www.jstor.org/stable/41686890

RT Journal
T1 <Title>Asset Pricing Restrictions on Predictability: Frictions Matter</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-41686890&Exemplar=1&LAN=DE
				
A1 de Roon, Frans
A1 Szymanowska, Marta
PB Institute for Operations Research and the Management Sciences
YR 2012
SN 0025-1909
SN 1526-5501
K1 Philosophy
K1 Epistemology
K1 Alethiology
K1 Predictability
K1 Economics
K1 Microeconomics
K1 Economic costs and benefits
K1 Economic costs
K1 Transaction costs
K1 Applied sciences
K1 Research methods
K1 Modeling
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Business
K1 Business operations
K1 Commerce
K1 Sales
K1 Short sales
K1 Financial markets
K1 Asset markets
K1 Price momentum
K1 Investors
K1 Mathematics
K1 Applied mathematics
K1 Management science
K1 Pure mathematics
K1 Algebra
K1 Coefficients
K1 Business economics
K1 Corporate finance
K1 Financial modeling
K1 Capital asset pricing models
JF Management Science
VO 58
IS 10
SP 1916
OP 1932
LK http://dx.doi.org/https://www.jstor.org/stable/41686890
DO https://www.jstor.org/stable/41686890
SF ELIB - SuUB Bremen

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