The price-dividend ratio and limits to arbitrage: Evidence from a time-varying ESTR model

Economics Letters

Volumn 91, Issue 3, 2006, Pages 408-412

  McMillan, David G ^a  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

ESTR model; Limits to arbitrage; Present value model

Indexed keywords

EID: 33646787131     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.12.024     Document Type: Article

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