Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Journal of Financial Economics

Volumn 49, Issue 3, 1998, Pages 345-373

  Brennan, Michael J ^a,b   Chordia, Tarun ^c   Subrahmanyam, Avanidhar ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c VANDERBILT UNIVERSITY   (United States)

Author keywords

Anomalies; Asset pricing; Risk factors

Indexed keywords

EID: 0000069353     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(98)00028-2     Document Type: Article

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