Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
| Year of publication: |
1998
|
|---|---|
| Authors: | Brennan, Michael J. ; Chordia, Tarun ; Subrahmanyam, Avanidhar |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 49.1998, 3, p. 345-373
|
| Publisher: |
Elsevier |