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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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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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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
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A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Xia, Yihong; Brennan, Michael J.; Wang, Ashley W. - 2002
Persistent link: https://www.econbiz.de/10001692842
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A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
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Stock price volatility and equity premium
Brennan, Michael J.; Xia, Yihong - In: Journal of monetary economics 47 (2001) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10001577726
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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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Expected returns and risk in the stock market
Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300
Persistent link: https://www.econbiz.de/10014476857