"Asset Pricing Restrictions on Predictability: Frictions Matter."

Frans de Roon, Marta Szymanowska (2012)

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DOI: 10.1287/MNSC.1120.1522

access: closed

type: Journal Article

metadata version: 2021-10-14

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Frans de Roon, Marta Szymanowska:
Asset Pricing Restrictions on Predictability: Frictions Matter. Manag. Sci. 58(10): 1916-1932 (2012)

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