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Grain futures contracts: An ec...
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Brennan, Michael J.
71
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30
Xia, Yihong
17
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13
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10
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9
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1
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1
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1
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1
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81
What makes hot money hot? : The relative volatility of international flows of debt and equity capital
Brennan, Michael J.
;
Aranda, Carmen
- In:
Review of Pacific Basin financial markets and policies
2
(
1999
)
4
,
pp. 427-451
Persistent link: https://www.econbiz.de/10001474772
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82
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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83
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
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84
The determinants of average trade size
Brennan, Michael J.
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001233463
Saved in:
85
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
Saved in:
86
Stock prices and the supply of information
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10001115526
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87
Optimal arbitrage strategies under basis variability
Brennan, Michael J.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 167-180)
.
1988
Persistent link: https://www.econbiz.de/10001273317
Saved in:
88
Arbitrage in stock index futures
Brennan, Michael J.
Persistent link: https://www.econbiz.de/10001274015
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89
Brokerage commission schedules
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1379-1402
Persistent link: https://www.econbiz.de/10001152110
Saved in:
90
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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