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About this Economics, Econometrics and Finance article
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok,… by Michael J. Brennan; Tarun Chordia; Avanidhar Subrahmanyam is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Michael J. Brennan; Tarun Chordia; Avanidhar Subrahmanyam
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0304-405X)
- Published
- 1998
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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