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

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  • Brennan, Michael J.
  • Chordia, Tarun
  • Subrahmanyam, Avanidhar

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  • Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar, 1998. "Alternative factor specifications, security characteristics, and the cross-section of expected stock returns," Journal of Financial Economics, Elsevier, vol. 49(3), pages 345-373, September.
    • Handle: RePEc:eee:jfinec:v:49:y:1998:i:3:p:345-373
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