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Applied Financial Economics Volume 18, 2008 - Issue 15
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Original Articles

Nonlinear adjustment of investors’ holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market

V. Boinet Brunel Business School, Brunel University, Uxbridge, Middlesex, UB8 3PH, UK
,
A. Gregoriou School of Management, University of Bath, BA2 7AY, UKCorrespondence[email protected]
&
C. Ioannidis School of Management, University of Bath, BA2 7AY, UK
Pages 1221-1231 | Published online: 21 Jul 2008

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