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The dynamics of international equity market expectations
Brennan, Michael J.; Cao, H. Henry; Strong, Norman; Xu, … - In: Journal of financial economics 77 (2005) 2, pp. 257-288
Persistent link: https://www.econbiz.de/10003052522
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A theory of price limits in futures markets
Brennan, Michael J. - In: Journal of financial economics 16 (1986) 2, pp. 213-233
Persistent link: https://www.econbiz.de/10001015155
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Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J.; Chordia, Tarun; Subrahmanyan, Avanidhar - In: Journal of financial economics 105 (2012) 3, pp. 523-541
Persistent link: https://www.econbiz.de/10009666811
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The pricing of equity-linked life insurance policies with an asset value guarantee
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial economics 3 (1976) 3, pp. 195-213
Persistent link: https://www.econbiz.de/10001948381
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Savings bonds, retractable bonds and callable bonds
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial economics 5 (1977) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10001948432
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Investment analysis and price formation in securities markets
Brennan, Michael J. - In: Journal of financial economics 38 (1995) 3, pp. 361-381
Persistent link: https://www.econbiz.de/10001180865
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Market microstructure and asset pricing : on the compensation for illiquidity in stock returns
Brennan, Michael J. - In: Journal of financial economics 41 (1996) 3, pp. 441-464
Persistent link: https://www.econbiz.de/10001200400
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Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
Brennan, Michael J. - In: Journal of financial economics 49 (1998) 3, pp. 345-373
Persistent link: https://www.econbiz.de/10001246743
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Stock splits, stock prices, and transaction costs
Brennan, Michael J. - In: Journal of financial economics 1 (1988), pp. 83-101
Persistent link: https://www.econbiz.de/10001054655
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Underpricing, ownership and control in initial public offerings of equity securities in the UK
Brennan, Michael J. - In: Journal of financial economics 45 (1997) 3, pp. 391-413
Persistent link: https://www.econbiz.de/10001229280