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CAPM
Theorie
47
Theory
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17
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17
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14
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14
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14
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English
19
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Brennan, Michael J.
19
Xia, Yihong
10
Wang, Ashley W.
4
Chordia, Tarun
3
Subrahmanyam, Avanidhar
3
Barberis, Nicholas
1
Cheng, Xiaolong
1
Huang, Ming
1
Huh, Sahn-Wook
1
Lettau, Martin
1
Li, Feifei
1
Ludvigson, Sydney C.
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Subrahmanyan, Avanidhar
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Taylor, Alex P.
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1
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Rodney L. White Center for Financial Research
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The review of financial studies
3
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2
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2
The journal of finance : the journal of the American Finance Association
2
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2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
European financial management : the journal of the European Financial Management Association
1
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1
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ECONIS (ZBW)
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tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
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2
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
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3
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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4
The mispricing return premium
Brennan, Michael J.
;
Wang, Ashley W.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3437-3468
Persistent link: https://www.econbiz.de/10008664111
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5
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003301922
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6
Agency and institutional investment
Brennan, Michael J.
;
Cheng, Xiaolong
;
Li, Feifei
- In:
European financial management : the journal of the …
18
(
2012
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009505341
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7
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
Saved in:
8
Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
Saved in:
9
Cross-sectional determinants of expected returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
The legacy of Fischer Black
,
(pp. 161-186)
.
2005
Persistent link: https://www.econbiz.de/10003404044
Saved in:
10
Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
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