Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam
| Year of publication: |
1998
|
|---|---|
| Authors: | Brennan, Michael J. |
| Other Persons: | Chordia, Tarun (contributor) ; Subrahmanyam, Avanidhar (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 49.1998, 3, p. 345-373
|
| Subject: | CAPM | Risikoprämie | Risk premium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001246743