• 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
    29
  • 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