مرکز منطقه ای اطلاع رساني علوم و فناوري - Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Title of article :

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

Author/Authors :

Michael J. Brennan، نويسنده , , Tarun Chordia، نويسنده , , Avanidhar Subrahmanyam، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

345

To page :

373

Keywords :

asset pricing , anomalies , risk factors

Journal title :

Journal of Financial Economics

Serial Year :

1998

Journal title :

Journal of Financial Economics

Record number :

257335

Link To Document :