{"title":"Supplementary Material for 'Asset Pricing Restrictions on Predictability: Frictions Matter'","authors":"Frans de Roon, M. Szymanowska","doi":"10.2139/ssrn.1764328","DOIUrl":null,"url":null,"abstract":"This note contains supplementary material for \"Asset Pricing Restrictions on Predictability: Frictions Matter.\"","PeriodicalId":11485,"journal":{"name":"Econometrics: Applied Econometrics & Modeling eJournal","volume":"80 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2011-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics: Applied Econometrics & Modeling eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1764328","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This note contains supplementary material for "Asset Pricing Restrictions on Predictability: Frictions Matter."